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Mathematics · unit version 1

Positive matrices, factors and energy

Prove real symmetric positivity criteria, construct Cholesky factors and use exact energy identities to separate unique solutions from singular compatibility and unbounded objectives.

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Readiness and preparation

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What does the quadratic form xᵀAx mean for a real symmetric matrix?

Positive definiteness requires a strict inequality for every nonzero vector, not just positive diagonal entries.

Compare reasoning and find a refresher

It is the scalar obtained by applying A to x and taking the dot product with x. Testing coordinate vectors checks the diagonal only; mixed coordinates can reveal a negative direction.

Review dot products and quadratic length calculations

What extra conditions support an unpivoted normalized factorization?

The positivity proof must justify each pivot rather than dividing by an unexamined diagonal entry.

Compare reasoning and find a refresher

For a nonsingular square matrix, unit-lower LU without row exchanges exists exactly when every leading principal minor is nonzero. Positive symmetric matrices will satisfy stronger positive-minor conditions.

Review LU existence and leading minors

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Schur classification, factor reuse and singular energy

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Lesson sequence

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  1. Certify positive energy with Schur complements

    Lesson details and objectives

    Derive positive leading-minor and LDL* tests, then prove why semidefinite energy requires all principal minors.

    • Prove the Hermitian Schur completing-square identity and its positive-definiteness equivalence.
    • Derive Sylvester’s criterion and positive normalized LDL* pivots by induction.
    • Prove the all-principal-minor semidefinite criterion and diagnose symmetry, zero-pivot and conjugation boundaries.

    6 practice tasks.

  2. Cholesky factors, solves and energy certificates

    Lesson details and objectives

    Construct a triangular factor with positive diagonal, solve through it, and identify exactly which energy and least-squares conclusions depend on definiteness.

    • Construct and prove uniqueness of positive-diagonal Cholesky factors from positive LDLᵀ, with the Hermitian conjugate-transpose extension.
    • Relate triangular solves to the unique minimizer of a quadratic energy and derive a conditional residual-to-error bound.
    • Prove the Gram rank criterion and distinguish positive definite, singular positive semidefinite and indefinite factorization cases.

    6 practice tasks.