For a real Hilbert space, differentiate along an arbitrary direction :
The last equality uses the symmetry in the definition of a positive definite symmetric operator. Vanishing of this first variation for every is equivalent to , giving
If solves it, expand the functional about to find
This is strictly positive for nonzero , so is the unique minimizer. Conversely a minimizer has zero first variation and solves the equation. On a complex Hilbert space, use the real functional and real directional derivatives; varying and yields the same result.
This proves the quadratic variational principle for a symmetric positive operator, conditional on existence. Strict positivity in infinite dimension does not by itself guarantee a minimizer for every : on , the operator is strictly positive, but would require the non-square-summable solution . A coercive bilinear form supplies existence through the Lax-Milgram theorem under its usual boundedness assumptions.
For the quadratic variational principle for a symmetric positive operator below, use a symmetric operator on the real Hilbert space . Strict positive definiteness means
A uniformly positive definite symmetric operator satisfies the stronger coercive operator condition
In this variational setting, “positive definite” is often used for a symmetric operator with this uniform bound. We will state explicitly where the coercive operator bound is needed. For a bounded linear operator defined on all of , symmetry means that the operator is self-adjoint. For an unbounded operator, positivity is imposed on its operator domain, and the variational formulation is made on its form domain.
Symmetry is essential in a real Hilbert space: positivity of the quadratic expression alone does not imply symmetry. For example, with nonzero real skew-symmetric matrix satisfies , but its quadratic functional has derivative involving , not . A positive definite symmetric operator supplies both the positivity and symmetry needed in part (b).
Quadratic functional 2026-10-07
A quadratic functional on a real vector space combines a quadratic form , a linear functional and a constant. If is a symmetric bounded bilinear form, its first variation is . For a strictly positive , an existing stationary point is the unique minimizer by the quadratic variational principle for a symmetric positive operator.
Let be a real positive-definite matrix and minimize the displayed quadratic function over all of . Its gradient is , so its only stationary point solves the linear system . The matrix is an invertible matrix, making this solution exist and be unique. Completing the square around that solution proves the stronger global statement:
The quadratic function is strictly convex, and its level sets above the minimum are translated ellipsoids. Positivity therefore turns solving a linear system into locating the bottom of a bowl.[ref]
For the opening matrix , take and . Then , , and . Every displacement raises the value by ; along the unit eigenvectors and the increases are respectively and for displacement or .
For a singular positive semidefinite matrix, a solution of is still a global minimizer, but adding any kernel vector gives another. If is outside the image of a linear map defined by , some kernel vector has , and is unbounded below. For an indefinite quadratic form, a negative eigenvalue gives a direction along which the quadratic term tends to regardless of . Thus a stationary point alone does not establish a minimum. The same energy-difference identity extends to the quadratic variational principle for a symmetric positive operator, with additional existence hypotheses in infinite dimension.