8.2. Quadratic Forms

8.2.1. Introduction and Terminology

The simplest functions from \(\R^n\) to \(\R\) are linear functions

\[ f(x_1,\ldots,x_n) = \sum_{i=1}^n a_ix_i +b \, =\, a_1x_2 + a_2x_2 + \ldots + a_nx_n + b. \]

In short \(f(\mathbf{x}) = \mathbf{a}^T\mathbf{x} + b\), for some vector \(\mathbf{a}\) in \(\R^n\) and some number \(b\) in \(\R\).

This is the common notion of linearity in calculus. To be linear in the linear algebra sense the constant term \(b\) must be zero.

After that come the quadratic functions

(8.2.1)\[q(x_1,\ldots,x_n) = \sum_{i,j=1}^{n} a_{ij}x_ix_j + \sum_{i=1}^{n} b_ix_i + c,\]

where all parameters \(a_{ij}\), \(b_i\) and \(c\) are real numbers.

A quadratic function in the two variables \(x_1\), \(x_2\) thus becomes

\[ q(x_1,x_2) = a_{11}x_1^2 + a_{12}x_1x_2 + a_{21}x_2x_1 + a_{22}x_2^2 + b_1x_1 + b_2x_2 + c, \]

Note that this can be written as

\[\begin{split} q(x_1,x_2) = \begin{bmatrix} x_1 & x_2 \end{bmatrix} \begin{bmatrix} a_{11} & a_{12} \\ a_{21} & a_{22} \end{bmatrix}\begin{bmatrix} x_1 \\ x_2 \end{bmatrix} + \begin{bmatrix} b_1 & b_2 \end{bmatrix}\begin{bmatrix} x_1 \\ x_2 \end{bmatrix} + c. \end{split}\]

In general, a shorthand representation of Equation (8.2.1) becomes

\[ q(\mathbf{x}) = \mathbf{x}^TA\mathbf{x} + \mathbf{b}^T\mathbf{x} + c, \]

for an \(n\times n\) matrix \(A\), a vector \(\vect{b}\) in \(\R^n\), and a number \(c\) in \(\R\).

The part \(\mathbf{x}^TA\mathbf{x}\) is called a quadratic form.

Example 8.2.1

For the matrix \(A = \begin{bmatrix} 1 & 2 \\ 4 & 3 \end{bmatrix}\) the corresponding quadratic form is

\[\begin{split} \begin{array}{rcl} q(\vect{x}) = \begin{bmatrix} x_1 & x_2 \end{bmatrix} \begin{bmatrix} 1 & 2 \\ 4& 5 \end{bmatrix}\begin{bmatrix} x_1 \\ x_2 \end{bmatrix} &=& \begin{bmatrix} x_1 & x_2 \end{bmatrix} \begin{bmatrix} x_1 + 2x_2 \\ 4x_1+ 5x_2 \end{bmatrix} \\ &=& x_1^2 + (2+4)x_1x_2 + 5x_2^2 \\ &=& x_1^2 + 6x_1x_2 + 5x_2^2. \end{array} \end{split}\]

Note that the last expression does not uniquely determine the matrix. We can split the coefficient \(6\) of the term \(x_1x_2\) in a different way and will end up with a different matrix. If we distribute it evenly over \(x_1x_2\) and \(x_2x_1\) we get a symmetric matrix.

\[\begin{split} \begin{array}{rcl} x_1^2 + 6x_1x_2 + 5x_2^2 &=& x_1^2 + (3+3)x_1x_2 + 5x_2^2 \\ &=& x_1^2 + 3x_1x_2 + 3x_2x_1 + 5x_2^2 \\ &=& x_1(x_1 + 3x_2) + x_2(3x_1 + 5x_2) \\ &=& \begin{bmatrix} x_1 & x_2 \end{bmatrix} \begin{bmatrix} x_1 + 3x_2 \\ 3x_1+ 5x_2 \end{bmatrix}\\ &=&\begin{bmatrix} x_1 & x_2 \end{bmatrix} \begin{bmatrix} 1 & 3 \\ 3 & 5 \end{bmatrix}\begin{bmatrix} x_1 \\ x_2 \end{bmatrix}. \end{array} \end{split}\]

The above example leads to the first proposition about quadratic forms.

Proposition 8.2.1

Every quadratic form \(q(\mathbf{x})\) can be written uniquely as

\[ q(\mathbf{x}) = \mathbf{x}^TA\mathbf{x} \]

for a symmetric matrix \(A\).

This symmetric matrix \(A\) is then called the matrix of the quadratic form.

Example 8.2.2

We will find the symmetric matrix \(A\) for the symmetric form

\[ q(x_1,x_2,x_3) = x_1^2 + 2x_2^2 + 5 x_3^2 - 4 x_1x_2 + 6 x_2x_3. \]

So we need a symmmetric matric \(A = \begin{bmatrix} a_{11} & a_{12} & a_{13} \\ a_{12} & a_{22} & a_{23} \\ a_{13} & a_{23} & a_{33} \end{bmatrix}\).

From

\[ \mathbf{x}^TA\mathbf{x} = a_{11}x_1^2 + a_{22}x_2^2 + a_{33}x_3^2 + 2a_{12}x_1x_2 + 2a_{13}x_1x_3 + 2a_{23}x_2x_3 \]

we read off

\[ a_{11} = 1, \, a_{22} = 2, \, a_{33} = 5, \,\,\text{and}\,\, a_{12} = -2, \, a_{13} = 0, \, a_{23} = 3. \]

So \(A = \begin{bmatrix} 1 & -2 & 0 \\ -2 & 2 & 3 \\ 0 & 3 & 5 \end{bmatrix}\).

If we restrict ourselves to two variables we see that the graph of a linear function \(z = a_1x_1 + a_2x_2 + b\) is a plane.

Fig. 8.2.1 The plane \(z = \frac13x_1 - x_2 +2\)

The graph of a quadratic function is a curved surface. Figure 8.2.2 and Figure 8.2.3 show two of these quadratic surfaces.

Fig. 8.2.2 The surface \(z = -\frac13x_1^2 + \frac13x_2^2 + 2 \)

Fig. 8.2.3 The surface \(z = -\frac12x_1^2 - \frac14x_2^2 + x_1 - x_2 + 2\)

The shape of the surfaces is in most cases determined by the quadratic part \(\vect{x}^TA\vect{x}\). The linear part is then only relevant for the position.

Example 8.2.3

Consider the quadratic surface described by

\[ z = x_1^2 + 2x_1x_2 + 3 x_2^2. \]

We will we apply the shift

\[ \tilde{x}_1 = x_1-3, \,\, \tilde{x}_2 = x_2 + 2, \]

so

\[ x_1 = \tilde{x}_1+3, \,\,x_2 = \tilde{x}_2- 2. \]

In the new variables \((\tilde{x}_1,\tilde{x}_2)\) we get

\[\begin{split} \begin{array}[t]{rcl} z &=&(\tilde{x}_1+3)^2 + 2(\tilde{x}_1+3)(\tilde{x}_2- 2) + 3 (\tilde{x}_2- 2)^2 \\ &=& \tilde{x}_1^2 + 2\tilde{x}_1\tilde{x}_2 + 3 \tilde{x}_2^2 +2\tilde{x}_1-6\tilde{x}_2 + 9. \end{array} \end{split}\]

Note that the quadratic parts are the same,

\[ x_1^2 + 2x_1x_2 - 3 x_2^2 \quad \text{versus} \quad \tilde{x}_1^2 + 2\tilde{x}_1\tilde{x}_2 - 3 \tilde{x}_2^2. \]

Example 8.2.4

The surfaces defined by

\[ \mathcal{S}_1: z = 2x_1^2 - 2x_1x_2 + x_2^2 \quad \text{and} \quad \mathcal{S}_2: z = 2x_1^2 - 2x_1x_2 + x_2^2 + 8x - 6y + 4 \]

are shifted versions of the same surface. Namely,

\[ 2x_1^2 - 2x_1x_2 + x_2^2 + 8x - 6y + 4 = 2(x_1+1)^2 - 2(x_1+1)(x_2-2) + (x_2-2)^2 - 6. \]

Thus \(\mathcal{S}_2\) is also described by

\[ z + 6 = 2(x_1+1)^2 - 2(x_1+1)(x_2-2) + (x_2-2)^2 \]

This means that if \(\mathcal{S}_1\) is translated over the vector \(\left[\begin{array}{c} -1 \\ 2 \\ -6 \end{array}\right]\) it becomes the surface \(\mathcal{S}_2\).

For the rest of the section we will therefore only look at the quadratic part \(\vect{x}^TA\vect{x}\).

One of the simplest quadratic forms results when we take \(A = I = I_n\), the identity matrix. Then we have

\[ q(\vect{x}) = \vect{x}^TI_n\vect{x} = \vect{x}^T\vect{x} =x_1^2 + x_2^2 + \ldots + x_n^2 = \vect{x}\ip\vect{x}. \]

For this quadratic form, it is clear that it will only take on nonnegative values. And that

\[ q(\vect{x}) = 0 \quad \iff \quad \vect{x}=\vect{0}. \]

Such a quadratic form is called positive definite. In the next subsection we will learn how to find out whether an arbitrary quadratic form has this property.

8.2.2. Diagonalization of quadratic forms

Let us first consider an example, to get some feeling for what is going on.

Example 8.2.5

Consider the quadratic form

\[\begin{split} q(x_1,x_2) = x_1^2 + 4x_1x_2 + 3x_2^2 = \begin{bmatrix}x_1 & x_2 \end{bmatrix} \begin{bmatrix}1 & 2 \\ 2 & 3 \end{bmatrix}\begin{bmatrix}x_1 \\ x_2 \end{bmatrix} = \vect{x}^TA\vect{x} . \end{split}\]

At first sight you might think that this quadratic form only takes on nonnegative values. One way to show that this is not actually true is by completing squares.

\[ x_1^2 + 4x_1x_2 + 3x_2^2 = (x_1 + 2x_2)^2 - 4x_2^2 + 3x_2^2 = (x_1 + 2x_2)^2 - x_2^2. \]

For the last expression, that does not contain a cross term, we can see how we can get a negative outcome. We can make the first term equal to \(0\) by taking \(x_2 = 1\) and \(x_1 = -2\), and then have

\[ q(x_1,x_2) = q(-2,1) = (-2+2\cdot1)^2 - 1^2 = -1 < 0. \]

One way to describe in a more abstract/general way what we did in Example 8.2.5 is the following. We can introduce new variables \(y_1, y_2\) via the substitution

\[\begin{split} \left\{ \begin{array}{rr} y_1 =& x_1 + 2x_2 \\ y_2 =& x_2. \end{array} \right. \end{split}\]

For short,

\[\begin{split} \vect{y} = \left[\begin{array}{c} y_1 \\ y_2 \end{array}\right] = \left[\begin{array}{cc} 1 & 2 \\ 0 & 1 \end{array}\right]\left[\begin{array}{c} x_1 \\ x_2 \end{array}\right] = M\vect{x}. \end{split}\]

Then in terms of the new variables the quadratic form becomes

\[\begin{split} q(\vect{x}) = (x_1 + 2x_2)^2 - x_2^2 = y_1^2 - y_2^2 = \begin{bmatrix}y_1 & y_2 \end{bmatrix} \begin{bmatrix}1 & 0 \\ 0 &-1 \end{bmatrix}\begin{bmatrix}y_1 \\ y_2 \end{bmatrix} = \vect{y}^TD\vect{y}. \end{split}\]

Actually, it proves slightly advantageous to express the substitution as \(\vect{x} = P\vect{y}\) for an invertible matrix \(P\). We then have the following proposition.

Proposition 8.2.2 (Quadratic form under a substitution)

The substitution \(\vect{x} = P\vect{y}\) brings the quadratic form

\[ q(\vect{x}) = \vect{x}^TA\vect{x} \]

over to

\[ \tilde{q}(\vect{y}) = \vect{y}^TP^TAP\vect{y}. \]

Proof. If we put \(\vect{x} = P\vect{y}\) we get

\[ q(\vect{x}) = \vect{x}^TA\vect{x} = (P\vect{y})^TA(P\vect{y}) = \vect{y}^TP^T A P \vect{y}. \]

So in terms of \(\vect{y}\) we have the quadratic form

\[ \tilde{q}(\vect{y}) = \vect{y}^T \tilde{A} \vect{y} \]

where

\[ \tilde{A} = P^T A P. \]

Example 8.2.6

In Example 8.2.5 we considered the substitution

\[\begin{split} \vect{y} = \left[\begin{array}{cc} 1 & 2 \\ 0 & 1 \end{array}\right]\vect{x} \end{split}\]

or, equivalently

\[\begin{split} \vect{x} = \left[\begin{array}{cc} 1 & 2 \\ 0 & 1 \end{array}\right]^{-1}\vect{y} = \left[\begin{array}{cc} 1 & -2 \\ 0 & 1 \end{array}\right]\vect{y} = P \vect{y} \end{split}\]

to the quadratic form

\[\begin{split} q(\vect{x}) = \vect{x}^T\left[\begin{array}{cc} 1 & 2 \\ 2 & 3 \end{array}\right]\vect{x}. \end{split}\]

We then have

\[\begin{split} \begin{array}{rcl} P^TAP &=& \begin{bmatrix} 1 & -2 \\ 0 & 1 \end{bmatrix}^T\begin{bmatrix} 1 & 2 \\ 2 & 3 \end{bmatrix}\begin{bmatrix} 1 & -2 \\ 0 & 1 \end{bmatrix} \\ &=& \begin{bmatrix} 1 & 0 \\ -2 & 1 \end{bmatrix}\begin{bmatrix} 1 & 0 \\ 2 & -1 \end{bmatrix} = \begin{bmatrix} 1 & 0 \\ 0 & -1 \end{bmatrix}. \end{array} \end{split}\]

According to Proposition 8.2.2 we then get the quadratic form

\[\begin{split} \tilde{q}(y) = \vect{y}^TP^TAP\vect{y} = \vect{y}^T\left[\begin{array}{cc} 1 & 0 \\ 0 & -1 \end{array}\right]\vect{y} = y_1^2 - y_2^2. \end{split}\]

This agrees with what we derived in Example 8.2.5.

The technique of completing the squares is one way to ‘diagonalize’ a quadratic form. It may be turned into an algotithm that also works for quadratic forms in \(n\) variables, but we will not pursuit that track. There is a route that is more in line with the properties of symmetric matrices.

Suppose \(A\) is a symmetric matrix. We have seen (cf. Theorem 8.1.1) that it can be written as

\[ A = QDQ^{-1} \]

for an orthogonal matrix \(Q\). The diagonal matrix \(D\) has the eigenvalues of \(A\) on its diagonal.

Since \(Q\) is an orthogonal matrix, we have

\[ A = QDQ^{-1} = QDQ^T. \]

If we compare this to Proposition 8.2.2 the following proposition results.

Proposition 8.2.3

Suppose \(q(\vect{x})\) is a quadratic form with matrix \(A\), i.e.,

\[ q(\vect{x}) = \vect{x}^TA\vect{x}. \]

Let \(Q\) be an orthogonal matrix diagonalizing \(A\). That is, \(A = QDQ^{-1}\).
Applying the substitution \(\vect{x} = Q\vect{y}\) then yields the quadratic form

\[ \vect{y}^TD\vect{y} = \lambda_1y_1^2 + \lambda_2y_2^2 + \ldots + \lambda_ny_n^2, \]

where \(\lambda_1, \ldots, \lambda_n\) are the eigenvalues of the matrix \(A\).

Proof. If we make the substitution \(\vect{x} = Q\vect{y}\) we find that

\[ \vect{x}^TA\vect{x} = (Q\vect{y})^TQDQ^{-1}(Q\vect{y}) = \vect{y}^TQ^TQD Q^{-1}Q\vect{y} = \vect{y}^TD\vect{y}. \]

The last expression is indeed of the form

\[\begin{split} \vect{y}^T\begin{bmatrix} \lambda_1 & 0 & \ldots & 0 \\ 0 & \lambda_2 & \ldots & 0 \\ \vdots & \vdots & \ddots & \vdots \\ 0 & 0 & \ldots & 0 \end{bmatrix}\vect{y} = \lambda_1y_1^2 + \lambda_2y_2^2 + \ldots + \lambda_ny_n^2, \end{split}\]

where \(\lambda_1,\lambda_2, \ldots, \lambda_n\) are the eigenvalues of \(A\).

Let us see how the construction of Proposition 8.2.3 works out in an earlier example.

Example 8.2.7

Consider again the matrix \(A = \left[\begin{array}{cc} 1 & 2 \\ 2 & 3 \end{array}\right]\) of Example 8.2.6.

Its characteristic polynomial is given by

\[ p_A(\lambda) = (1-\lambda)(3-\lambda)-4 = \lambda^2 - 4\lambda - 1. \]

The eigenvalues are

\[ \lambda_1 = 2 + \sqrt{5}, \quad \lambda_2 = 2 + \sqrt{5}. \]

So if we take \(Q = \begin{bmatrix} \vect{q}_1 & \vect{q}_2 \end{bmatrix}\), where \(\vect{q}_1\) and \(\vect{q}_2\) are corresponding eigenvectors of unit length, we find that the substitution \(\vect{x} = Q\vect{y}\) leads to

\[ \vect{x}^TA\vect{x} \,\stackrel{\scriptsize \vect{x} = Q\vect{y}}{\longrightarrow}\, \vect{y}^TD\vect{y} = (2 + \sqrt{5})y_1^2 - (2 - \sqrt{5})y_2^2. \]

Since \((2 + \sqrt{5})> 0\) and \((2 - \sqrt{5})<2-2=0\) we may again conclude that the quadratic form takes on both positive and negative values.

Remark 8.2.1

In Example 8.2.6 and Example 8.2.1 we applied two different substitutions to the same quadratic form with the matrix \(A = \left[\begin{array}{cc} 1 & 2 \\ 2 & 3 \end{array}\right]\).

They led to the two different quadratic forms

\[\begin{split} \vect{y}^TD_1\vect{y} = \vect{y}^T\begin{bmatrix}1 & 0\\ 0 & -1 \end{bmatrix}\vect{y} \quad \text{and} \quad \vect{y}^TD_2\vect{y} = \vect{y}^T\begin{bmatrix}2 + \sqrt{5} & 0\\ 0 & 2 - \sqrt{5}\end{bmatrix}\vect{y}. \end{split}\]

The diagonal matrices do not seem to have much in common. However, they do.

It can be shown that if for a symmetric \(n\times n\) matrix \(A\) it holds that

\[ P_1^TAP_1 = D_1 \quad \text{and} \quad P_2^TAP_2 = D_2, \]

for two invertible matrices \(P_1\), \(P_2\), then the signs of the values on the diagonals of \(D_1\) and \(D_2\) match in the following sense:
if \(p_1\), \(p_2\) denote the numbers of positive diagonal elements of \(D_1, D_2\), and \(n_i\) are the numbers of negative diagonal elements, then

\[ p_1 = p_2 \quad \text{and} \quad n_1 = n_2. \]

It follows that also the numbers of zeros on the diagonal, \(n - p_i - n_i\), \(i = 1,2\), must be equal for the two matrices.

In the two examples we see that \(p_1 = p_2 = 1\) and also \(n_1 = n_2 = 1\), in accordance with the statement.

The property is known as Sylvester’s Law of Inertia.

Grasple Exercise 8.2.1

To garner some evidence for Sylvester’s Law of Inertia

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8.2.3. Positive definite matrices

Let’s start with a list of definitions.

Definition 8.2.1 (Classification of Quadratic Forms)

Let \(A\) be a symmetric matrix and \(q_A(\vect{x}) = \vect{x}^TA\vect{x}\) the corresponding quadratic form.

• \(q_A\) is called positive definite if \(q_A(\vect{x}) > 0\) for all \(\vect{x} \neq \vect{0}\).

• \(q_A\) is called positive semi-definite if \(q_A(\vect{x}) \geq 0\) for all \(\vect{x} \).

• \(q_A\) is called negative definite if \(q_A(\vect{x}) < 0\) for all \(\vect{x} \neq \vect{0}\).

• \(q_A\) is called negative semi-definite if \(q_A(\vect{x}) \leq 0\) for all \(\vect{x} \).

If none of the above applies, then \(q_A\) is called an indefinite quadratic form.

The same classification is used for symmetric matrices. E.g., \(A\) is a positive definite matrix if the corresponding quadratic form is positive definite.

Note that every quadratic form \(\vect{x}^TA\vect{x}\) gets the value \(0\) when \(\vect{x}\) is the zero vector. That is the reason we exclude the zero vector in the definition of positive/negative definite.

The classification of a quadratic form follows immediately from the eigenvalues of its matrix.

Theorem 8.2.1

Suppose \(q_A(\vect{x}) = \vect{x}^TA\vect{x}\) for the symmetric \(n \times n\) matrix \(A\). Let \(\lambda_1, \ldots, \lambda_n\) be the complete set of (real) eigenvalues of \(A\)

Then

• \(q_A\) is positive definite if and only if all eigenvalues are positive.

• \(q_A\) is positive semi-definite if and only if all eigenvalues are nonnegative.

• \(q_A\) is negative definite if and only if all eigenvalues are negative.

• \(q_A\) is negative semi-definite if and only if all eigenvalues are nonpositive.

And lastly

• \(q_A\) is indefinite if at least one eigenvalue is positive, and at least one eigenvalue is negative.

Proof. This immediately follows from Proposition 8.2.3. If we make the substitution \(\vect{x} = Q\vect{y}\) with the matrix \(Q\) of the orthogonal diagonalization, i.e.,

\[\begin{split} A = QDQ^{-1} = QDQ^T, \quad D = \left[\begin{array}{cccc} \lambda_1 & 0 & \ldots & 0 \\ 0 & \lambda_2 & \ldots & 0 \\ \vdots & \vdots & \ddots &\vdots\\ 0 & 0 & \ldots & \lambda_n \end{array}\right], \end{split}\]

the quadratic form transforms to

\[ \tilde{q}(\vect{y}) = \vect{y}^TD\vect{y} = \lambda_1y_1^2 + \ldots + \lambda_ny_n^2. \]

Let us consider the case where all eigenvalues \(\lambda_i\) are positive. Then the expression for \(\tilde{q}(\vect{y})\) is positive for all \(\vect{y} \neq \vect{0}\). It remains to show that then also \(q(\vect{x}) > 0\) for all vectors \(\vect{x}\neq \vect{0}\).

Since \(Q\) is an orthogonal matrix it is also an invertible matrix. So any nonzero vector \(\vect{x}\) can be written as

\[ \vect{x} = Q\vect{y} \]

for a (unique) nonzero vector \(\vect{y}\).

As a consequence, for any nonzero vector \(\vect{x}\) we have

\[ \vect{x}^TA\vect{x} = (Q\vect{y})^TA(Q\vect{y}) = \vect{y}^TQ^TAQ\vect{y} = \vect{y}^TD\vect{y} > 0. \]

Likewise the other possibilities of the signs of the eigenvalues may be checked.

Exercise 8.2.1

Verify the validity of the second statement made in Theorem 8.2.1.

Example 8.2.8

Consider the quadratic form

\[ q(x_1,x_2,x_3) = 2x_1^2 + x_2^2 +x_3^2 - 2x_1x_2 - 2x_1x_3. \]

The matrix of this quadratic form is

\[\begin{split} A = \left[\begin{array}{cc} 2 & -1 & -1 \\ -1 & 1 & 0 \\ -1 & 0 & 1 \end{array}\right]. \end{split}\]

The eigenvalues of \(A\) are computed as

\[ \lambda_1 = 3, \quad \lambda_2 = 1, \quad \lambda_3 = 0. \]

With Theorem 8.2.1 in mind, we can conclude that the quadratic form is positive semi-definite but not positive definite.

Exercise 8.2.2

This exercise nicely recapitulates the ideas of the section. There is a cameo of the concept of completing the square, but that is of minor importance.

Show that the quadratic from in Example 8.2.8 can be rewritten as follows

(8.2.2)\[q(x_1,x_2,x_3) = 2(x_1 - \tfrac12x_2 - \tfrac12x_3)^2 + \tfrac12(x_2 - x_3)^2.\]

1. What is the corresponding transformation \(\vect{y} = P\vect{x}\) that brings the quadratic form in diagonal form \(\vect{y}^TD_2\vect{y}\), and what is the diagonal matrix \(D_2\)?

2. By inspection of \(D_2\) find the classification of \(q\).

3. By inspection of Equation (8.2.2), find a nonzero vector \(\vect{x}\) for which \(q(\vect{x}) = 0\).

4. Check that the vector you found in iii. is an eigenvector of the matrix of the quadratic form, i.e., \(A = \left[\begin{array}{cc} 2 & -1 & -1 \\ -1 & 1 & 0 \\ -1 & 0 & 1 \end{array}\right]\).

8.2.4. Conic Sections

A conic section or conic is a curve that results when a circular cone is intersected with a plane.
Figure 8.2.4 shows the different shapes when the plane is not going through the apex..

Fig. 8.2.4 Intersections of a cone with several planes (not going through the apex).

The resulting curve is then either a hyperbola, a parabola or an ellipse, with as special ellipse the circle. If the plane does go through the apex of the cone the conic section is called degenerate.

Exercise 8.2.3

Describe the (three) possible degenerate forms of conic sections. That is, what are the three different forms that result when a cone is intersected with a plane that goes through the apex?

In the plane all non-degenerate conic sections may be described by a quadratic equation

(8.2.3)\[ax_1^2 + b x_1x_2 + cx_2^2 + dx_1 + ex_2 + f = 0,\]

where both the parameter \(f\) and at least one the parameters \(a,b,c\) are not equal to zero.

Example 8.2.9

The curve given by the equation \(x_1^2 + x_2^2 - 25 = 0\) is a circle with radius 5.

The equation \(x_1^2 - x_2 - 2x_1 + 5 = 0\) gives a parabola with vertex (‘top’) at \((1, 4)\) and the line \(x_1 = 1\) as axis of symmetry.

If the parameters \(d\) and \(e\) in Equation (8.2.3) are zero, the equation

(8.2.4)\[ax_1^2 + bx_1x_2 + cx_2^2 + f = 0\]

is said to represent a central conic.   When \(b = 0\) as well,

(8.2.5)\[ax_1^2 + cx_2^2 + f = 0\]

defines a central conic in standard position. Such a conic is symmetric with respect to both coordinate axes.

If all parameters \(a,c,f\) in (8.2.5) are nonzero the equation can be rewritten in one of the two standard forms

(8.2.6)\[(I) \,\, \dfrac{x_1^2}{r_1^2} + \dfrac{x_2^2}{r_2^2} = 1, \quad\quad (II) \,\, \dfrac{x_1^2}{r_1^2} - \dfrac{x_2^2}{r_2^2} = \pm 1,\]

where we may assume that \( r_1,r_2 > 0\).

In case \((I)\) the equation describes an ellipse if \(r_1 \neq r_2\) and a circle if \(r_1 = r_2\).
In case \((II)\) the resulting curve is a hyperbola, with the lines \(x_2 = \pm\dfrac{r_2}{r_1}x_1\) as asymptotes.
Both curves have the coordinates axes as axes of symmetry. In this context they are also called the principal axes. See Figure 8.2.5.

Fig. 8.2.5 (Standard) Hyperbola and Ellipse

Exercise 8.2.4

What happens if in Equation (8.2.4) the coefficient \(f\) is equal to zero?
(There are actually three cases to consider!)

Example 8.2.10

The equation

\[ 4x_1^2 + 9x_2^2 - 25 = 0 \]

can be rewritten as

\[ \dfrac{4x_1^2}{25} + \dfrac{9x_2^2}{25} = 1, \]

and a bit further to the standard form

\[ \dfrac{x_1^2}{(5/2)^2} + \dfrac{x_2^2}{(5/3)^2} = 1. \]

The corresponding curve is an ellipse with the coordinate axes as principal axes and with \(-5/2 \leq x_1 \leq 5/2\) and \(-5/3 \leq x_2 \leq 5/3\).

Likewise

\[ 4x_1^2 - x_2^2 + 9 = 0 \quad \iff \quad \dfrac{x_1^2}{(3/2)^2} - \dfrac{x_2^2}{3^2} = -1. \]

When rewritten in the form

\[ x_2 = \pm \sqrt{9 + 4x_1^2} = \pm2x_1\sqrt{\dfrac{9}{4x_1^2} + 1} \]

it is seen that the lines \(x_2 = \pm 2x_1\) are asymptotes. Namely, if \(x_1 \to \pm \infty\), then

\[ \sqrt{\dfrac{9}{4x_1^2} + 1} \,\to\, \sqrt{0+1} = 1. \]

If in (8.2.4) the parameter \(b\) is not equal to zero, the principal axes can be found by diagonalization of the quadratic form

\[\begin{split} ax_1^2 + bx_1x_2 + cx_2^2 = \begin{bmatrix} x_1 & x_2 \end{bmatrix}\begin{bmatrix} a & \tfrac12b \\ \tfrac12b & c\end{bmatrix}\begin{bmatrix} x_1 \\ x_2 \end{bmatrix}. \end{split}\]

The next proposition explains how.
For notational convenience we denote the coefficient in the cross term as \(2b\).

Proposition 8.2.4

Suppose the conic \(\mathcal{C}\) is defined by the equation

\[ ax_1^2 + 2bx_1x_2 + cx_2^2 = k, \]

where \(a,b,c\) are not all equal to zero, and \(k \neq 0\).

Then the principal axes are the lines generated by the eigenvectors of the matrix

\[\begin{split} A = \begin{bmatrix} a & b \\ b & c \end{bmatrix}. \end{split}\]

The following examples illustrate proposition Proposition 8.2.4.

Example 8.2.11

We consider the quadratic form

(8.2.7)\[x_1^2 - 4x_1x_2 + x_2^2 = 4.\]

Since

\[\begin{split} x_1^2 - 4x_1x_2 + x_2^2 = \begin{bmatrix} x_1 & x_2 \end{bmatrix}\begin{bmatrix} 1 & -2 \\ -2 & 1\end{bmatrix}\begin{bmatrix} x_1 \\ x_2 \end{bmatrix}, \end{split}\]

Proposition 8.2.4 tells us we have to look for eigenvectors of the matrix

\[\begin{split} A = \begin{bmatrix} 1 & -2 \\ -2 & 1\end{bmatrix}. \end{split}\]

The usual computations yield the following eigenvalues and eigenvectors:

\[\begin{split} \lambda_1 = 3,\,\vect{v}_1 = \begin{bmatrix} 1 \\ -1\end{bmatrix},\quad \lambda_2 = -1,\,\vect{v}_2 = \begin{bmatrix} 1 \\ 1\end{bmatrix}. \end{split}\]

The eigenvectors are orthogonal, as they should, for a symmetric matrix. We see that \(A\) can be orthogonally diagonalized as

\[\begin{split} A = QDQ^{-1} = QDQ^T, \quad Q = \frac{1}{\sqrt{2}}\begin{bmatrix} 1 & 1 \\ -1 & 1\end{bmatrix}, \,\, D = \begin{bmatrix} 3 & 0 \\ 0 & -1\end{bmatrix}. \end{split}\]

The substitution \(\vect{x} = Q\vect{y}\) yields

\[ \vect{x}^T A \vect{x} = \vect{y}^T Q^TAQ \vect{y} = \vect{y}^T D \vect{y} = 3y_1^2 - y_2^2. \]

So in the coordinates \(y_1\) and \(y_2\) the equation becomes

\[ 3y_1^2 - y_2^2 = 4. \]

From this we can already conclude that the curve defined by Equation (8.2.7) is a hyperbola. The principal axes in the \(x_1\)-\(x_2\)-plane are the lines given by

\[\begin{split} \mathcal{L}_1: \begin{bmatrix} x_1 \\ x_2\end{bmatrix} = c \begin{bmatrix} 1 \\ -1\end{bmatrix} \quad \text{and} \quad \mathcal{L}_2: \begin{bmatrix} x_1 \\ x_2\end{bmatrix} = c \begin{bmatrix} 1 \\ 1\end{bmatrix} \end{split}\]

The asymptotes in the coordinates \(y_1, y_2\) are the lines

\[\begin{split} y_2 = \pm\sqrt{3} y_1, \,\, \text{or} \,\,\, \begin{bmatrix} y_1 \\ y_2\end{bmatrix} = c \begin{bmatrix} 1 \\ \pm \sqrt{3}\end{bmatrix}. \end{split}\]

Since

\[\begin{split} \begin{bmatrix} x_1 \\ x_2\end{bmatrix} = \dfrac{1}{\sqrt{2}} \begin{bmatrix} 1 & 1 \\ -1 & 1\end{bmatrix}\begin{bmatrix} y_1 \\ y_2\end{bmatrix} = \begin{bmatrix} \cos\left(-\frac14\pi\right) & -\sin\left(-\frac14\pi\right) \\ \sin\left(-\frac14\pi\right) & \cos\left(-\frac14\pi\right)\end{bmatrix}\begin{bmatrix} y_1 \\ y_2\end{bmatrix} \end{split}\]

we find the asymptotes in the \(x_1\)-\(x_2\)-plane by rotating the lines \(y_2 = \pm\sqrt{3}y_1\) over an angle \(-\frac14\pi\). This leads to the direction vectors of the asymptotes in the \(x_1\)-\(x_2\)-plane as

\[\begin{split} \dfrac{1}{\sqrt{2}} \begin{bmatrix} 1 & 1 \\ -1 & 1\end{bmatrix}\begin{bmatrix} 1 \\ 3\end{bmatrix} = \dfrac{1}{\sqrt{2}} \begin{bmatrix} 4 \\ 2\end{bmatrix},\,\, \,\, \dfrac{1}{\sqrt{2}} \begin{bmatrix} 1 & 1 \\ -1 & 1\end{bmatrix}\begin{bmatrix} 1 \\ -3\end{bmatrix} = \dfrac{1}{\sqrt{2}} \begin{bmatrix} -2 \\ -4\end{bmatrix}. \end{split}\]

They can be simplified to the direction vectors \( \begin{bmatrix} 2 \\ 1\end{bmatrix}\) and \(\begin{bmatrix} 1 \\ 2\end{bmatrix}\).

Example 8.2.12

We consider the quadratic form

(8.2.8)\[3x_1^2 + 4x_1x_2 + 6x_2^2 = 36.\]

Here we have

\[\begin{split} 3x_1^2 + 4x_1x_2 + 6x_2^2 = \begin{bmatrix} x_1 & x_2 \end{bmatrix}\begin{bmatrix} 3 & 2 \\ 2 & 6\end{bmatrix}\begin{bmatrix} x_1 \\ x_2 \end{bmatrix}, \end{split}\]

so now we have to look for eigenvalues and eigenvectors of the matrix

\[\begin{split} A = \begin{bmatrix} 3 & 2 \\ 2 & 6\end{bmatrix}. \end{split}\]

They are found to be

\[\begin{split} \lambda_1 = 2,\,\vect{v}_1 = \begin{bmatrix} 2 \\ -1\end{bmatrix},\quad \lambda_2 = 7,\,\vect{v}_2 = \begin{bmatrix} 1 \\ 2\end{bmatrix}. \end{split}\]

We orthogonally diagonalize \(A\) as

\[\begin{split} A = QDQ^{-1} = QDQ^T, \quad Q = \frac{1}{\sqrt{5}}\begin{bmatrix} 2 & 1 \\ -1 & 2\end{bmatrix}, \,\, D = \begin{bmatrix} 2 & 0 \\ 0 & 7\end{bmatrix}. \end{split}\]

The substitution \(\vect{x} = Q\vect{y}\) yields the quadratic form

\[ 2y_1^2 + 7y_2^2 = 36, \]

or

\[ \dfrac{y_1^2}{(3\sqrt{2})^2} + \dfrac{y_2^2}{(6/\sqrt{7})^2} = 1. \]

This is an ellipse in the \(y_1\)-\(y_2\)-plane with long axis \(6\sqrt{2}\), the length of the line segment from \((-3\sqrt{2},0)\) to \((3\sqrt{2},0)\), and short axis \(\dfrac{12}{\sqrt{7}}\).

For the ellipse in the \(x_1\)-\(x_2\)-plane we find the principle axes

\[\begin{split} \begin{bmatrix} x_1 \\ x_2\end{bmatrix} = c\vect{v}_1 = c\begin{bmatrix} 2 \\ -1\end{bmatrix} \quad \text{and}\quad \begin{bmatrix} x_1 \\ x_2\end{bmatrix} = c\vect{v}_2 = c\begin{bmatrix} 1 \\ 2\end{bmatrix}. \end{split}\]

See Figure Fig. 8.2.6

Fig. 8.2.6 The two ellipses

8.2.5. Grasple Exercises

Grasple Exercise 8.2.2

To write down the matrix of a quadratic form in three variables.

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Grasple Exercise 8.2.3

To write down the matrix of a quadratic form in three variables

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Grasple Exercise 8.2.4

To perform a change of variables for a quadratic form \(\vect{x}^TA\vect{x}\) in two variables.

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Grasple Exercise 8.2.5

To classify a 3x3 matrix of which the characteristic polynomial is given

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Grasple Exercise 8.2.6

To classify a quadratic form in two variables.

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Grasple Exercise 8.2.7

To classify a quadratic form in two variables.

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Grasple Exercise 8.2.8

To classify two quadratic forms in two variables.

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Grasple Exercise 8.2.9

For which value of a parameter \(\beta\) is a quadratic form in two variables indefinite?

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Grasple Exercise 8.2.10

To describe three central conic sections geometrically.

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Grasple Exercise 8.2.11

Natural sequel to previous exercise.

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Grasple Exercise 8.2.12

For which parameter \(a\) is a conic section \(\vect{x}^TA\vect{x} =1\)  an ellipse/hyperbola/something else?

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Grasple Exercise 8.2.13

Maximizing  \(\vect{x}^TA\vect{x}\) under the restriction \(\norm{\vect{x}}=1\), for a 2x2 matrix \(A\).

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The following exercises are a more theoretical.

Grasple Exercise 8.2.14

(True/False?) if \(A\) is a positive definite matrix, then the diagonal of \(A\) is positive (v.v.)

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Grasple Exercise 8.2.15

If \(A,B\) are symmetric matrices with positive eigenvalues, what about \(A+B\)?

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Grasple Exercise 8.2.16

Two True/False questions about vectors \(\vect{x}\) for which \(\vect{x}^TA\vect{x} = 0\).

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