Positivity criteria generalizing the leading principal minors criterion (Q882822)
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| Language | Label | Description | Also known as |
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| English | Positivity criteria generalizing the leading principal minors criterion |
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Positivity criteria generalizing the leading principal minors criterion (English)
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24 May 2007
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An \(n\times n\) Hermitian matrix is positive definite if and only if all leading principal minors \(\Delta _1, \dots ,\Delta _n\) are positive. For an \(n\times n\) Hermitian matrix \(A\) partinioned into blocks \(A_{ij}\) with square diagonal blocks, it is shown that \(A\) is positive definite if and only if the following numbers \(\sigma _l\) are positive: \(\sigma _l\) is the sum of all \(\l\times l\) principal minors that contain the leading block submatrix \([A_{ij}]_{i,j=1}^{k-1}\) (if \(k>1\)) and that are contained in \([A_{ij}]_{i,j=1}^k\), where \(k\) is the index of the blocks \(A_{kk}\) containing the \((l, l)\) diagonal entry of \(A\). Several other properties of the numbers \(\sigma _l\) are also derived. A similar criterion for real symmetric block matrices whose diagonal blocks are at most \(3\times 3\), was proved by \textit{S. Ya. Stepanov} [J. Appl. Math. Mech. 66, No. 6, 933--941 (2002); translation from Prikl. Mat. Mekh. 66, No. 6, 979--987 (2002; Zbl 1094.70512)].
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Hermitian matrix
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positive definiteness
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positive semidefiniteness
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index of inertia
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quadratic forms
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real symmetric block matrices
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