1. Maths for Signals and Systems Linear Algebra in Engineering Lectures 16-17, Tuesday 18th November 2014
DR TANIA STATHAKI
READER (ASSOCIATE PROFFESOR) IN SIGNAL PROCESSING IMPERIAL COLLEGE LONDON

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Eigenvalue sign
We proved that the eigenvalues of a symmetric matrix are real.
It can be proven that the signs of the pivots are the same as the signs of the eigenvalues.
Just to remind you:
Product of pivots=Product of eigenvalues=Determinant

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Not Positive Definite
minimum
Positive Definite

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minimum

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