Advanced Linear Algebra - Lecture 31: Sylvester's Criterion for Positive Definiteness

We show that positive definiteness of a matrix can be determined by computing the determinant of some of its submatrices.

Please leave a comment below if you have any questions, comments, or corrections.

Timestamps:
00:00 - Introduction
00:40 - 3x3 example via eigenvalues
03:26 - Sylvester's criterion
04:30 - 3x3 example via Sylvester
07:30 - PD matrices make IPs