Definite matrix Created 2026-10-03 Updated 2026-11-05
A Hermitian matrix is definite when either for every nonzero vector , or for every nonzero vector . These are the positive-definite matrix and negative-definite matrix cases. By the spectral theorem, all eigenvalues must have the same strict sign, so every definite matrix is invertible.
A positive semidefinite matrix permits zero eigenvalues and need not be definite. For example, is positive semidefinite but not definite, while is an indefinite matrix. Definiteness concerns the sign on every nonzero vector, not merely one diagonal entry or the determinant.
For a real symmetric invertible matrix , the full undamped Newton step for the displayed quadratic function sends every starting point to the unique stationary point:
This follows because the gradient is affine and its first-order expansion is exact. If is a positive-definite matrix the result is the unique global minimum; a negative-definite matrix gives a global maximum, and an indefinite matrix gives a saddle point. Thus exact arrival does not by itself show that a minimization method has minimized anything. A line search, damping, or a positive-definite matrix replacing the Hessian matrix changes this exact one-step assertion.
One suitable autonomous planar system is
Its equilibrium points are exactly the four combinations . Its Jacobian matrix is
Thus and have eigenvalues and are saddle equilibria. At the other two points the eigenvalues are . To establish the nonlinear centre equilibrium classifications, use the first integral
Its Hessian matrix is , a negative-definite matrix at and a positive-definite matrix at . Thus each is a strict local extremum, and nearby regular level sets are closed curves supporting periodic orbits, by the planar first integral criterion for a centre.
Immediately to the right of , the vector field points down because , so that centre is clockwise. Immediately to the right of it points up because , so that centre is counterclockwise. This verifies both the nonlinear classifications and the prescribed orientations, with exactly four equilibrium points.
Put , , , , and form the weighted means
The two equations obtained from the score function are
Consequently the maximum-likelihood estimators are
The Hessian matrix of the log likelihood is
Its first leading principal minor is negative and its determinant is , so it is a negative-definite matrix. Thus the stationary point is the unique global maximum.
Extend a grid vector by zero to the Dirichlet boundary. Pairing contributions along undirected nearest-neighbour edges gives the discrete energy identity
where includes edges from an interior node to a boundary node. This is the three-dimensional version of summation by parts for the seven-point Dirichlet Laplacian.
The right side is nonpositive. If it vanishes, every pair of neighbouring values agrees; connectivity of the grid and the zero boundary values then imply . Thus for every nonzero , so is negative definite. In particular, zero is not an eigenvalue, and therefore
The fixed point branches and their stability are as follows.
  • has eigenvalues and , so it is unstable for every .
  • has and is stable for , then a saddle for .
  • exists for all ; it is a saddle for and stable for .
  • exists for . Its Jacobian matrix is
which is a negative-definite matrix, so this branch is stable.
Thus the -versus- bifurcation diagram has the stable branch up to , a stable branch joining the bifurcation points and , and the branch changing from unstable to stable at . The origin branch also lies at but remains unstable throughout.
Figure 1.
Fixed-point bifurcation diagram for the 2025 Paper II 2 system
. Stable branches are solid blue and unstable or saddle branches are dashed red. The interior branch emerges at mu equals 1 and joins the axial branch at mu equals 2. Details.
On , , so and therefore . Yet and . The same continuous image of a connected space argument shows that is not connected.
Put . The required three disjoint nonempty open sets are
Their union is precisely , the complement of the double cone . The eigenvalues are , so consists of positive-definite matrices above the upper sheet, of negative-definite matrices below the lower sheet, and of indefinite matrices outside the double cone. Examples are respectively.
The two definite cones are convex sets. The indefinite region is path-connected: shrink continuously to zero while keeping , then change the nonzero vector within the punctured plane. Thus these sets are also exactly the three connected components. This is the determinant cone for real symmetric two-by-two matrices.
Figure 1.
The determinant-zero cone separates three components of invertible symmetric matrices
. The left panel shows the double cone. The right panel is a radial section: the exterior indefinite region is connected around the cone in three dimensions, although its two sides appear separated in this section. Details.
For each row, a Gershgorin disc has centre and radius . Here and , so the Gershgorin circle theorem gives
Since is a real symmetric matrix, its eigenvalues are real. Intersecting the union of these Gershgorin discs with the real axis yields
This bound permits zero but does not assert a zero eigenvalue. The fixed-end Dirichlet boundary conditions exclude it: for any nonzero real vector , extend by and calculate
Indeed, equality would force every adjacent value to agree with the zero endpoint. Thus is a symmetric positive-definite matrix, is a negative-definite matrix, and the eigenvalues satisfy . The same argument works for any number of interior grid points, with prefactor in the sum. The fixed string has no zero-frequency rigid translation.
For a real symmetric matrix , completing the square gives, when ,
Thus is a positive-definite matrix exactly when and . For necessity, test first, then ; for sufficiency, the displayed two positive squares give the result. These are the first two leading principal minors in Sylvester's criterion. A positive determinant alone is insufficient: has determinant but is a negative-definite matrix.
The eigenvalues provide an equivalent test under the same real-symmetric hypothesis:
The spectral theorem for real symmetric matrices supplies coordinates in an orthonormal basis in which . More generally, a complex Hermitian matrix has an orthonormal eigenbasis and , so it is a Hermitian positive-definite matrix exactly when every eigenvalue is positive. This is a short proof outline: test the eigenvectors for necessity, and sum the positive squared absolute values for sufficiency.[ref]
For a real positive semidefinite matrix, the condition is instead for all vectors, equivalent here to , , and . If , the same completing the square proves this; if , nonnegativity forces and leaves with . Merely replacing the strict inequalities on the leading principal minors by nonstrict ones fails: has both leading principal minors zero yet gives . An indefinite quadratic form takes both positive and negative values; its real symmetric matrix has eigenvalues of both signs.