By Kedlaya K.S.
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Proof. By the M x · x definition, the upper left k × k submatrix of a positive definite matrix is positive definite, and by the eigenvalue definition, a positive definite matrix has positive determinant. Hence Sylvester’s criterion is indeed necessary for positive definiteness. We show the criterion is also sufficient by induction on n. BLAH. 5 1. (IMO 1968/2) Prove that for all real numbers x1 , x2 , y1 , y2 , z1 , z2 with x1 , x2 > 0 and x1 y1 > z12 , x2 y2 > z2 , the inequality 1 1 8 ≤ + 2 2 (x1 + x2 )(y1 + y2 ) − (z1 + z2 ) x1 y1 − z1 x2 y2 − z22 is satisfied, and determine when equality holds.
Corollary 26 (Rolle). If f is differentiable on the interval [a, b] and f (a) = f (b) = 0, then there exists x ∈ [a, b] such that f (x) = 0. So for example, to find the extrema of a continuous function on a closed interval, it suffices to evaluate it at • all points where the derivative vanishes, • all points where the derivative is not defined, and • the endpoints of the interval, since we know the function has global minima and maxima, and each of these must occur at one of the aforementioned points.
The good news is that there is a very nice criterion for positive definiteness of a symmetric matrix, due to Sylvester, that saves a lot of work. Theorem 28 (Sylvester’s criterion). An n × n symmetric matrix of real numbers is positive definite if and only if the determinant of the upper left k × k submatrix is positive for k = 1, . . , n. Proof. By the M x · x definition, the upper left k × k submatrix of a positive definite matrix is positive definite, and by the eigenvalue definition, a positive definite matrix has positive determinant.