I guess this is more of a linear algebra question, but I need to do it in the frame of calculus. (So I guess that makes it a really hard algebra question).
Basically, for a three-dimensional Hessian of the form Hf=[MATH]\frac{1}{2}[/MATH]x0TBx0, I need to prove that the function (or more accurately its associated quadratic function) is positive definite if the 3x3 diagonal matrix B is positive definite. That is, the determinants of the submatrices of B are all positive.
I have matrix B as [MATH] \begin{bmatrix} a & b & d \\ b & c & e \\ d & e & f \end{bmatrix} [/MATH].
For conditions, I have [MATH]a > 0[/MATH], [MATH]ac-b^2 > 0[/MATH], and [MATH]acf-ae^2-b^2f-cd^2 > 0[/MATH].
From completing the square a few times, I've managed to get [MATH]\frac{1}{2}[a(x+\frac{b}{a}y)^2+(c-\frac{b^2}{a})(y+\frac{e}{c-\frac{b^2}{a}}z)^2+A(z+\frac{d}{A}x)^2-\frac{d^2}{A}x^2][/MATH]where [MATH]A=f-\frac{e^2}{c-\frac{b^2}{a}}=\frac{acf-ae^2-b^2f}{ac-b^2}[/MATH].
I've proven the first two conditions (submatrix determinants) and part of the third and final condition, but I can't seem to get [MATH]cd^2[/MATH] in a working inequality no matter what I do. Any and all help is obliged.
Basically, for a three-dimensional Hessian of the form Hf=[MATH]\frac{1}{2}[/MATH]x0TBx0, I need to prove that the function (or more accurately its associated quadratic function) is positive definite if the 3x3 diagonal matrix B is positive definite. That is, the determinants of the submatrices of B are all positive.
I have matrix B as [MATH] \begin{bmatrix} a & b & d \\ b & c & e \\ d & e & f \end{bmatrix} [/MATH].
For conditions, I have [MATH]a > 0[/MATH], [MATH]ac-b^2 > 0[/MATH], and [MATH]acf-ae^2-b^2f-cd^2 > 0[/MATH].
From completing the square a few times, I've managed to get [MATH]\frac{1}{2}[a(x+\frac{b}{a}y)^2+(c-\frac{b^2}{a})(y+\frac{e}{c-\frac{b^2}{a}}z)^2+A(z+\frac{d}{A}x)^2-\frac{d^2}{A}x^2][/MATH]where [MATH]A=f-\frac{e^2}{c-\frac{b^2}{a}}=\frac{acf-ae^2-b^2f}{ac-b^2}[/MATH].
I've proven the first two conditions (submatrix determinants) and part of the third and final condition, but I can't seem to get [MATH]cd^2[/MATH] in a working inequality no matter what I do. Any and all help is obliged.