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Practice Problem Set-1

This document provides exercises on determining the definiteness (positive definite, negative definite, positive semidefinite, negative semidefinite, or indefinite) of quadratic forms and matrices. There are 6 exercises involving analyzing quadratic forms in two and three variables and determining their definiteness based on the coefficients. The last exercise shows a 4x4 matrix is not positive definite. The goal is to practice applying the conditions for definiteness to different quadratic forms and matrices.

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15 views

Practice Problem Set-1

This document provides exercises on determining the definiteness (positive definite, negative definite, positive semidefinite, negative semidefinite, or indefinite) of quadratic forms and matrices. There are 6 exercises involving analyzing quadratic forms in two and three variables and determining their definiteness based on the coefficients. The last exercise shows a 4x4 matrix is not positive definite. The goal is to practice applying the conditions for definiteness to different quadratic forms and matrices.

Uploaded by

chandreshpadmani9993
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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8/1/13 Math tutorial: concavity: quadratic forms: conditions for semidefiniteness

3.2.3 Exercises on quadratic forms


1. Determine whether each of the following quadratic forms in two variables is positive or negative definite
or semidefinite, or indefinite.
a. x 2 + 2xy.
b. −x 2 + 4xy − 4y2
c. −x 2 + 2xy − 3y2.
d. 4x 2 + 8xy + 5y2.
e. −x 2 + xy − 3y2.
f. x 2 − 6xy + 9y2.
g. 4x 2 − y2.
h. (1/2)x 2 − xy + (1/4)y2.
i. 6xy − 9y2 − x 2.

2. Determine whether each of the following quadratic forms in three variables is positive or negative
definite or semidefinite, or indefinite.
a. −x 2 − y2 − 2z2 + 2xy
b. x 2 − 2xy + xz + 2yz + 2z2 + 3zx
c. −4x 2 − y2 + 4xz − 2z2 + 2yz
d. −x 2 − y2 + 2xz + 4yz + 2z2
e. −x 2 + 2xy − 2y2 + 2xz − 5z2 + 2yz
f. y2 + xy + 2xz
g. −3x 2 + 2xy − y2 + 4yz − 8z2
h. 2x 2 + 2xy + 2y2 + 4z2

3. Consider the quadratic form 2x 2 + 2xz + 2ayz + 2z2, where a is a constant. Determine the definiteness
of this quadratic form for each possible value of a.

4. Determine the values of a for which the quadratic form x 2 + 2axy + 2xz + z2 is positive definite,
negative definite, positive semidefinite, negative semidefinite, and indefinite.

5. Consider the matrix

a 1 b
1 −1 0 .
b 0 −2

Find conditions on a and b under which this matrix is negative definite, negative semidefinite, positive
definite, positive semidefinite, and indefinite. (There may be no values of a and b for which the matrix
satisfies some of these conditions.)

6. Show that the matrix

1 0 1 1
www.economics.utoronto.ca/osborne/MathTutorial/QFSF.HTM 1/2
8/1/13 Math tutorial: concavity: quadratic forms: conditions for semidefiniteness

0 1 0 0
1 0 1 0

1 0 0 1

is not positive definite.

[Solutions]

www.economics.utoronto.ca/osborne/MathTutorial/QFSF.HTM 2/2

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