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322                 Chapter  Nine:  Advanced  Topics

                 n                    T                        T       1
            in  R ,  so  does  X'  =  S X.  This  is  because  S  =  S'   is
            invertible.  Therefore  q  >  0  for  all  non-zero  X  if  and  only  if
            q >  0 for  all non-zero X  .  In this way we see that  it  is  sufficient
            to  discuss the  behavior  of  q as  a quadratic  form  in  x[,...,  x' n.
            Clearly  q will be positive definite  as such  a form precisely  when
            c\,...,  c n  are  all  positive,  with  a  corresponding  statement  for
            negative  definite:  but  q  is  indefinite  if  there  are  positive  and
            negative  Q'S.  Finally  ci,..., c n  are just  the  eigenvalues  of  A,
            so the  assertion  of the  theorem  is  proved.

                 Let  us  consider  in  greater  detail  the  important  case  of  a
            quadratic  form  q  in  two  variables  x  and  y,  say
                                 2
            q =  ax 2  + 2bxy  +  cy ;  the  associated  symmetric  matrix  is






            Let  the  eigenvalues  of  A  be  d± and  d 2.  Then  by  8.1.3  we  have
            the  relations  det(A)  =  d\d 2  and  tr(A)  =  d\  + d 2;  hence


                                        2
                         d\d 2  =  ac —  b  and  d\  + d 2  =  a + c.
            Now   according  to  9.2.2  the  form  q  is  positive  definite  if  and
            only  if  d\  and  d 2  are  both  positive.  This  happens  precisely
            when  ac  >  b 2  and  a  >  0.  For  these  conditions  are  certainly
            necessary  if d\  and  d 2  are to be positive, while  if the  conditions
            hold,  a and c must both be positive since the inequality  ac >  b 2
            shows  that  a and  c have  the  same  sign.
                 In  a similar  way  we argue that  the  conditions  for  A  to  be
                                        2
            negative  definite  are  ac  >  b  and  a  <  0.  Finally,  q is  indefinite
                                  2
            if  and  only  if  ac  <  b :  for  by  9.2.2  the  condition  for  q to  be
            indefinite  is  that  d\  and  d 2  have  opposite  signs,  and  this  is
            equivalent  to  the  inequality  d\d 2  <  0.  Therefore  we  have  the
            following  result.
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