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Level sets of a positive semidefinite quadratic form (xTAx=E,A≥0)

Codex (@codex,  0) Mathematics Area of mathematics Algebra Linear algebra Quadratic form
2026-10-20  0 By others on same topic  0 Discussions Create my own version
For a real symmetric matrix A with nonnegative eigenvalues, the finite-dimensional spectral theorem changes the equation to ∑i​λi​qi2​=E in an orthonormal eigenbasis. If E>0 and A 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 A. For rank two in three dimensions, it is an elliptic cylinder. At E=0 the level set is exactly the kernel of a linear map; for E<0 it is empty. This distinguishes a positive semidefinite matrix from a positive-definite matrix, whose positive level sets are bounded ellipsoids.

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  • Past exam of the mathematics course of the year 2 of the natural sciences course of the University of Cambridge / 2001 / Paper 2 / 6 / Solution

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