Lesson 6.1 · 20 of 25 lessons

Positive definiteness

Read positive definiteness as energy and split SVD into rotate, scale, rotate.

Open the interactive animation

01 · Story

What to verify in this scene

Follow the explanations and operations, then identify the mathematical evidence that remains in the final scene.

  1. 01

    A symmetric A is positive definite when xᵀAx is positive in every nonzero direction

  2. 02

    Keep x at its original position and apply A to a copied input to create a separate result Ax

  3. 03

    With both x and Ax visible, take their dot product to measure the energy in this direction

  4. 04

    dot(x, Ax) = 14 > 0
    This calculation is one directional example

  5. 05

    Now let u = (a,b) be any nonzero vector and check every direction at once

  6. 06

    uᵀAu = 2a² + 2ab + 2b² = (a+b)² + a² + b² > 0
    Therefore A is positive definite in every nonzero direction

02 · Notebook

The runnable notebook

This source creates the mathematical objects and controls the order of operations and animation. Read it here, then play the same scene yourself.

2d
zoom 4/5
coordinates on
2 1  #A
1 2
// A symmetric {{A}} is **positive definite** when `xᵀAx` is positive in every nonzero direction
checkpoint Positive definiteness · 1

1, 2  #x@
// Keep {{x}} at its original position and apply {{A}} to a copied input to create a separate result `Ax`
A * x  #Ax@
// With both {{x}} and {{Ax}} visible, take their dot product to measure the energy in this direction
dot(x, Ax)  #energy@
// `dot({{x}}, {{Ax}}) = 14 > 0`\nThis calculation is **one directional example**
focus x Ax
checkpoint Positive definiteness · 2

focus -
clear
field board
A +
// Now let `u = (a,b)` be any nonzero vector and check every direction at once
// `uᵀAu = 2a² + 2ab + 2b² = (a+b)² + a² + b² > 0`\nTherefore {{A}} is **positive definite** in every nonzero direction
Open the interactive animation

03 · Unit 6

Lessons in this unit

Positive definite matrices & SVD — Read positive definiteness as energy and split SVD into rotate, scale, rotate.

  1. 6.1Positive definiteness
  2. 6.2Singular value decomposition