Sylvester's law of inertia

Sylvester's law of inertia is a theorem in matrix algebra about certain properties of the coefficient matrix of a real quadratic form that remain invariant under a change of coordinates. Namely, if A is the symmetric matrix that defines the quadratic form, and S is any invertible matrix such that D = SAS^T is diagonal, then the number of negative elements in the diagonal of D is always the same, for all such S; and the same goes for the number of positive elements.

This property is named for J. J. Sylvester who published its proof in 1852.

Statement of the theorem

Let A be a symmetric square matrix of order n with real entries. Any non-singular matrix S of the same size is said to transform A into another symmetric matrix B = SAS^T, also of order n, where S^T is the transpose of S. If A is the coefficient matrix of some quadratic form of Rⁿ, then B is the matrix for the same form after the change of coordinates defined by S.

A symmetric matrix A can always be transformed in this way into a diagonal matrix D which has only entries 0, +1 and −1 along the diagonal. Sylvester's law of inertia states that the number of diagonal entries of each kind is an invariant of A, i.e. it does not depend on the matrix S used.

The number of +1s, denoted n₊, is called the positive index of inertia of A, and the number of −1s, denoted n₋, is called the negative index of inertia. The number of 0s, denoted n₀, is the dimension of the kernel of A, and also the corank of A. These numbers satisfy an obvious relation

$n_{0}+n_{+}+n_{-}=n.\$

The difference sign(A) = n₋ − n₊) is usually called the signature of A. (However, some authors use that term for the whole triple (n₀, n₊, n₋) consisting of the corank and the positive and negative indices of inertia of A.)

If the matrix A has the property that every principal upper left k×k minor Δ_k is non-zero then the negative index of inertia is equal to the number of sign changes in the sequence

$\Delta _{0}=1,\Delta _{1},\ldots ,\Delta _{n}=\det A.$

Statement in terms of eigenvalues

The positive and negative indices of a symmetric matrix A are also the number of positive and negative eigenvalues of A. Any symmetric real matrix A has an eigendecomposition of the form QEQ^T where E is a diagonal matrix containing the eigenvalues of A, and Q is an orthonormal square matrix containing the eigenvectors. The matrix E can be written E = WDW^T where D is diagonal with entries 0, +1, or −1, and W is diagonal with W_ii = √|E_ii|. The matrix S = QW transforms D to A.

Law of inertia for quadratic forms

In the context of quadratic forms, a real quadratic form Q in n variables (or on an n-dimensional real vector space) can by a suitable change of basis be brought to the diagonal form

$Q(x_{1},x_{2},\ldots ,x_{n})=\sum _{i=1}^{n}a_{i}x_{i}^{2}$

with each a_i ∈ {0, 1, −1}. Sylvester's law of inertia states that the number of coefficients of a given sign is an invariant of Q, i.e. does not depend on a particular choice of diagonalizing basis. Expressed geometrically, the law of inertia says that all maximal subspaces on which the restriction of the quadratic form is positive definite (respectively, negative definite) have the same dimension. These dimensions are the positive and negative indices of inertia.

See also

• Metric signature
• Morse theory
• Cholesky decomposition

External links

• Sylvester's law on PlanetMath.