medium · Quantitative Finance
Consider the matrix A = beginpmatrix 2 & 2 2 & 2 endpmatrix.
Based on its leading principal minors, which classification is correct?
- The matrix is positive semi-definite but not positive definite.
- The matrix is indefinite, with mixed eigenvalue signs.
- The matrix is strictly positive definite, as both leading minors exceed zero.
- The matrix is negative definite, both eigenvalues negative.
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