[Math] Checking if a matrix is positive semidefinite

matricespositive-semidefinite

Determine whether the following $2 \times 2$ matrix is positive semidefinite (PSD)

$$\begin{bmatrix}\frac{2}{x} & \frac{-2y}{x^2} \\\frac{-2y}{x^2} & \frac{2y^2}{x^3}\end{bmatrix}$$

where $x > 0$ and $y \in \mathbb R$.

A matrix is PSD if $v^T A v \geq 0$. So, do I just multiply by a vector $v = (v_1, v_2)$ and check if it is $\geq 0$? Thanks for any help.

Best Answer

The easiest way to check if a (symmetric/Hermitian) matrix is positive definite is using Sylvester's criterion. In this case, that means that it is sufficient to check that

  • $2/x \geq 0$
  • $(2/x)(2y^2/x^3) - (-2y/x^2)^2 \geq 0$

The first statement is clearly true. For the second, we have $$ (2/x)(2y^2/x^3) - (-2y/x^2)^2 = \frac{4y^2 - 4y^2}{x^4} = 0 \geq 0 $$ So, your matrix will always be positive semidefinite (and singular).

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