Level sets of a positive semidefinite quadratic form Created 2026-10-20 Updated 2026-10-31
For a real symmetric matrix with nonnegative eigenvalues, the finite-dimensional spectral theorem changes the equation to in an orthonormal eigenbasis. If and has positive rank, the positive-eigenvalue coordinates form an ellipsoid, while the zero-eigenvalue coordinates are arbitrary. The level set is therefore a cylinder over that ellipsoid, with axis directions given by the kernel of a linear map of . For rank two in three dimensions, it is an elliptic cylinder. At the level set is exactly the kernel of a linear map; for it is empty. This distinguishes a positive semidefinite matrix from a positive-definite matrix, whose positive level sets are bounded ellipsoids.
Choose the outward normal vector on the side of the elliptic cylinder. Parametrize it by
Since points outward, the parameter rectangle has its bottom edge traversed with increasing , its right cut edge with increasing , its top edge with decreasing , and its left cut edge with decreasing . After identification, the two cut edges are the same physical curve with opposite directions. Their line integrals cancel for a single-valued vector field. Viewed from above, the bottom rim is counterclockwise and the top rim clockwise.
Figure 1.
An elliptic cylindrical side cut open into a parameter rectangle, with compatible outward boundary directions
. Details.
To apply Stokes theorem to a flux rather than a curl integral, first find a vector potential:
This vector potential is smooth everywhere. On either horizontal rim, is horizontal whereas is vertical, giving . For a cut at , , so the upward cut contribution is and the downward one is . Consequently
A direct check uses the oriented surface element above: , whose integral over a full turn vanishes. Reversing the chosen orientation still gives zero.
Choose the rotated Cartesian coordinates
Their inverse is , . Consequently and , giving the canonical form of a quadric
The orthogonal diagonalization identifies the eigenvalues of the symmetric matrix of the quadratic form.
For , all three coefficients are positive: the surface is an ellipsoid with semiaxes . At it is a sphere.
For , the equation is , an elliptic cylinder parallel to the axis. For , it is , an elliptic cylinder parallel to the axis. The absent coordinate is unrestricted; its disappearance does not turn the surface into an ellipse.
For , the negative coefficient is that of : this is a one-sheet hyperboloid with axis . For , the negative coefficient is that of : it is a one-sheet hyperboloid with axis . This gives the signature transition from an ellipsoid to an elliptic cylinder and a one-sheet hyperboloid, including both transition values.
Tensor transformation. Under an orthogonal transformation , the magnetic moment and magnetic field intensity have transformed components , for a proper rotation. The physical relation must retain its form, giving , hence
This is precisely the law for a Cartesian second-rank tensor. Both magnetic quantities are axial vectors; under reflections they each acquire the same determinant sign, which cancels from the transformation of the magnetic susceptibility tensor.
Parallel directions. The condition is the eigenvalue equation . For the matrix in the paper, expansion of gives
Solving the three resulting homogeneous systems gives
The three directions are mutually orthogonal. For the zero eigenvalue, the induced magnetic moment is zero: the proportionality equation still holds with factor zero, though there is then no nonzero moment direction to assign.
Energy extrema. The stipulated energy is . At fixed , a Lagrange multiplier calculation gives
because is a real symmetric matrix. Thus all stationary directions are the eigenvectors, for which . Equivalently write ; then
The Rayleigh quotient immediately gives
The intermediate direction is stationary with but is not an extremum on the sphere. At the minimum , so the precise extremum condition is proportionality, including a vanishing proportionality factor.
Constant-energy surface. In the original field components,
For a fixed positive value , is unrestricted and the cross-section satisfies . The surface is therefore an elliptic cylinder, with axis along and transverse semiaxes along and along . This is an example of level sets of a positive semidefinite quadratic form. At the surface degenerates to the axis line; no negative-energy level exists.
Figure 1.
The susceptibility energy has elliptic cylindrical level sets
. The surface shown has E=1. Its unbounded axis is the zero-eigenvalue direction (1,-1,2); transverse semiaxes are 1 along e1 and 1/sqrt(6) along e6. Only a finite axial segment is drawn. Details.
For , the positive constant- surfaces in elliptic cylindrical coordinates satisfy
They are confocal elliptic cylinders with focal lines . For a generic fixed , eliminating gives
Because , a fixed selects the half-branch with the signs of and fixed by and . These are hyperbolic cylinders. The degenerate surface is , , extended in . At the cross-sections are the two exterior horizontal rays; at they are vertical half-axes.
Figure 1.
Confocal elliptic and hyperbolic coordinate curves
. Original cross-section with focal points marked. Ellipses are constant-u curves and the hyperbola half-branches are constant-v curves; extruding in z gives their coordinate surfaces. Details.
Differentiate the position vector to get the coordinate tangent vectors
Their pairwise dot products vanish. Their squared lengths are , and one. This proves orthogonality and gives the scale factors of orthogonal coordinates:
The Riemannian metric is . Away from the focal lines, divide the coordinate tangent vectors by their lengths to obtain the local orthonormal unit vectors . For physical vector field components , the formulas for vector calculus in elliptic cylindrical coordinates are
The gradient of a scalar function has components . Apply the divergence formula to this gradient; Laplace's equation becomes
The formulas apply where ; the focal lines require a limit or another coordinate chart.
The coordinate does not occur. The perpendicular cross-section is
Thus the surface is an elliptic cylinder extending in both directions along the zero-eigenvalue axis. Its cross-sectional semiaxes are and . It becomes a circular cylinder when the two positive eigenvalues coincide.
The block has characteristic polynomial . A convenient orthonormal eigenbasis for the full real symmetric matrix is
with eigenvalues , , and , respectively. Hence its orthogonal diagonalization is
For repeated eigenvalues, every nonzero combination within the corresponding eigenspace is also an eigenvector; the displayed basis remains valid. Introduce principal axes coordinates
The quadratic form becomes
The principal-axis reduction of a quadric therefore has three regimes.
For , all coefficients are positive: the surface is an ellipsoid centred at the origin, with
For , the term disappears. The surface is an elliptic cylinder, unbounded along , whose cross-section is :
For , there is one negative coefficient, so the surface is a one-sheet hyperboloid:
Its waist at is an ellipse with semiaxes and . At other , both waist radii are multiplied by . There is no intercept on its longitudinal axis. Its asymptotic cone is . If positive eigenvalues coincide, the corresponding choice of principal axes is not unique, reflecting a rotational symmetry of the surface.
Figure 1.
Ellipsoid, elliptic cylinder, and one-sheet hyperboloid in principal coordinates
. Original calculated examples with and . The horizontal longitudinal coordinate is directed along in the original coordinates. Cylinder and hyperboloid plots show finite portions of unbounded surfaces. Details.
For , eliminating gives
Thus constant surfaces are confocal elliptic cylinders parallel to the axis. The limiting surface is the vertical strip , .
For generic , eliminating gives
These are hyperbolic cylinders with the same focal lines. A specified angular value selects the half-branch with and , because . At the surfaces are the vertical half-planes , or ; at they are , or .
Finally, constant gives horizontal planes. The three surface families express the orthogonality of elliptic cylindrical coordinates.
Use the principal coordinates
Part (c) puts the equation in the canonical form
If , all three coefficients are positive: the surface is an ellipsoid with semiaxes , and along the three eigenvectors listed in part (c).
If , the equation is independent of : it is an elliptic cylinder parallel to , with cross-sectional semiaxes and .
If , the form has two positive coefficients and one negative coefficient: it is a one-sheet hyperboloid, with axis and waist ellipse at . Its axial scale is .
These are the three cases of the signature transition from an ellipsoid to an elliptic cylinder and a one-sheet hyperboloid. At the repeated eigenvalues and , principal axes in the corresponding two-dimensional eigenspace are not unique: the ellipsoid is respectively an oblate spheroid about the axis or a prolate spheroid about the axis.