NegativeSemidefiniteMatrixQ
NegativeSemidefiniteMatrixQ[m]
gives True if m is explicitly negative semidefinite, and False otherwise.
Details and Options
- A matrix m is negative semidefinite if Re[Conjugate[x].m.x]≤0 for all vectors x. »
- NegativeSemidefiniteMatrixQ works for symbolic as well as numerical matrices.
- For approximate matrices, the option Tolerance->t can be used to indicate that all eigenvalues λ satisfying λ≤t λmax are taken to be zero where λmax is an eigenvalue largest in magnitude.
- The option Tolerance has Automatic as its default value.
Examples
open allclose allBasic Examples (2)
Scope (10)
Basic Uses (6)
Test if a real machine-precision matrix is explicitly negative semidefinite:
Test if a complex matrix is negative semidefinite:
Test if an exact matrix is negative semidefinite:
Use NegativeSemidefiniteMatrixQ with an arbitrary-precision matrix:
A random matrix is typically not negative semidefinite:
Use NegativeSemidefiniteMatrixQ with a symbolic matrix:
The matrix becomes negative semidefinite when :
NegativeSemidefiniteMatrixQ works efficiently with large numerical matrices:
Special Matrices (4)
Use NegativeSemidefiniteMatrixQ with sparse matrices:
Use NegativeSemidefiniteMatrixQ with structured matrices:
The identity matrix is not negative semidefinite:
HilbertMatrix is not negative semidefinite:
Options (1)
Tolerance (1)
Generate a real-valued diagonal matrix with some random perturbation of order :
Adjust the option Tolerance to accept matrices as negative semidefinite:
Applications (10)
The Geometry and Algebra of Positive Semidefinite Matrices (5)
Consider a real, negative semidefinite 2×2 matrix and its associated real quadratic :
Because is negative definite, the level sets are ellipses:
The plot of will be an downward-facing elliptic paraboloid:
However, the ellipses can be degenerate, turning into lines:
The plot of is then a cylinder over a parabola:
In an even more extreme case, the level set can be the whole plane as :
For a real, negative semidefinite matrix, the level sets are -ellipsoids:
In three dimensions, these can degenerate into cylinders over ellipses:
A Hermitian matrix defines a real-valued quadratic form by :
If is negative semidefinite, is non-positive for all inputs:
Visualize for real-valued inputs:
For a real-valued matrix , only the symmetric part determines whether is negative semidefinite. Write with symmetric and antisymmetric:
As is real and symmetric , meaning is purely real:
Similarly, as is real and antisymmetric , or is pure imaginary:
Thus, , so is negative semidefinite if and only if is:
For a complex-valued matrix , only the Hermitian part determines whether is negative semidefinite. Write with Hermitian and antihermitian:
As is Hermitian, , meaning is purely real:
Sources of Positive Definite Matrices (5)
Two-dimensional rotation matrices with angles in the interval are negative semidefinite:
This follows from the fact that in this case corresponds to the normal dot product and :
Thus, for , the matrices are in fact negative definite:
At the endpoints they are negative semidefinite but not negative definite:
The squares of antihermitian matrices are negative definite:
Every antihermitian matrix is negative semidefinite:
The negated Lehmer matrix is symmetric negative semidefinite:
Its inverse is tridiagonal, which is also symmetric negative definite:
The matrix -Min[i,j] is always symmetric negative semidefinite:
Its inverse is a tridiagonal matrix, which is also symmetric negative definite:
Properties & Relations (13)
NegativeSemidefiniteMatrixQ[x] trivially returns False for any x that is not a matrix:
A matrix is negative semidefinite if for all vectors :
A real matrix is negative semidefinite if and only if its symmetric part is negative semidefinite:
In general, a matrix is negative semidefinite if and only if its Hermitian part is negative semidefinite:
A real symmetric matrix is negative semidefinite if and only if its eigenvalues are all non-positive:
The statement is true of Hermitian matrices more generally:
A general matrix can have all non-positive eigenvalues without being negative semidefinite:
Equally, a matrix can be negative semidefinite without having non-positive eigenvalues:
The failure is due to the eigenvalues being complex:
The real part of the eigenvalues of a negative semidefinite matrix must be non-positive:
A diagonal matrix is negative semidefinite if and only if diagonal elements have non-positive real parts:
A negative semidefinite matrix has the general form with a diagonal negative semidefinite :
Split into its Hermitian and antihermitian parts:
By the spectral theorem, can be unitarily diagonalized using JordanDecomposition:
The matrix is diagonal with non-positive diagonal entries:
A matrix is negative semidefinite if and only if is positive semidefinite:
A negative definite matrix is always negative semidefinite:
There are negative semidefinite matrices that are not negative definite:
A negative semidefinite matrix cannot be indefinite or positive semidefinite:
The determinant and trace of a real, symmetric, negative semidefinite matrix are non-positive:
This is also true of negative semidefinite Hermitian matrices:
A real symmetric negative semidefinite matrix has a uniquely defined square root such that :
The root is uniquely defined by the condition that is negative semidefinite and Hermitian:
A Hermitian negative semidefinite matrix has a uniquely defined square root such that :
The root is uniquely defined by the condition that is negative semidefinite and Hermitian:
The Kronecker product of two symmetric negative semidefinite matrices is symmetric and positive semidefinite:
Replacing one matrix in the product by a negative semidefinite one gives a negative semidefinite matrix:
Possible Issues (1)
NegativeSemidefiniteMatrixQ gives False unless it can prove a symbolic matrix is positive semidefinite:
Using a combination of Eigenvalues and Reduce can give more precise results:
Text
Wolfram Research (2014), NegativeSemidefiniteMatrixQ, Wolfram Language function, https://reference.wolfram.com/language/ref/NegativeSemidefiniteMatrixQ.html.
CMS
Wolfram Language. 2014. "NegativeSemidefiniteMatrixQ." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/ref/NegativeSemidefiniteMatrixQ.html.
APA
Wolfram Language. (2014). NegativeSemidefiniteMatrixQ. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/NegativeSemidefiniteMatrixQ.html