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Mathematics II

Quadratic Forms

A quadratic form is Q(x) = x^T A x with symmetric A. In two variables: Definiteness classifies the geometric shape and critical points. The principal-mi…

Business I 207 words Free to read

The Shape of Curvature

A quadratic form is Q(x)=xTAxQ(\mathbf{x}) = \mathbf{x}^T A \mathbf{x} with symmetric AA. In two variables:

Q(x1,x2)=a11x12+2a12x1x2+a22x22Q(x_1, x_2) = a_{11}x_1^2 + 2a_{12}x_1 x_2 + a_{22}x_2^2

Definiteness classifies the geometric shape and critical points. The principal-minor test checks leading principal minors Δk\Delta_k:

Δ1=a11,Δ2=a11a22a122\Delta_1 = a_{11}, \qquad \Delta_2 = a_{11}a_{22} - a_{12}^2

For 2×22 \times 2 matrices:

The level curve of the SAME quadratic form changes species as one

Definiteness at a Glance

The Hessian matrix HH at a critical point acts as our quadratic form. Its definiteness classifies local extrema.

TypeQ(x)Q(\mathbf{x})ShapeOptimum
Positive def.>0> 0 alwaysBowlMin (H>0H > 0)
Negative def.<0< 0 alwaysDomeMax (H<0H < 0)
IndefiniteBoth signsSaddleNone (HH mixed)
SemidefiniteTouches zeroFlatBoundary case
Tip: Sylvester's criterion gives a quick test. Alternating signs (Δ1<0,Δ2>0\Delta_1 < 0, \Delta_2 > 0) means negative definite; both positive means positive definite.

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Mathematics II