Prove that the quadratic form q(h) = h . Mh is indefinite if and only if M has both positive and negative eigenvalues.
Proof.
we prove it directly by using definition of indefinite form as
folowing types:-
A quadratic form Q is indefinite if Q(x) assumes both positive and
negative values
(BTB)T = BT(BT)T = BT B
then BTB is a symmetric matrix.
Now, if it is positive (semi)definite. For all x, then
xTBTBx = (Bx)T(Bx)
= (Bx) · (Bx) (by definition of inner product)
= ||Bx||2 ≥ 0, (by definition of norm)
Now , by the definition, BTB is positive semidefinite.
If B is invertible, for all x not equal to 0, we have Bx =not equal to 0, then xTBTBx = (Bx)T(Bx)
=(Bx) · (Bx)
= ||Bx||2 > 0, (by property of norm)
if x not equal to 0
Hence by definition, BTB is positive definite
So we can conclude that Q(x) will be indefinite iff M has both positive and negative eigenvalues
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