Certify a quadratic form

Problem

Consider q(x,y)=2x2−2xy+2y2q(x,y)=2x^2-2xy+2y^2. Write q=zTHzq=z^{\mathsf T}Hz, determine whether HH is positive definite, and find the minimum of qq over x2+y2=1x^2+y^2=1.

Reveal answer or reference solution

The symmetric matrix is

H=[2−1−12]H=\begin{bmatrix}2&-1\\-1&2\end{bmatrix}

Its eigenvalues are 11 and 33, both positive, so HH is positive definite. On the unit circle the Rayleigh quotient is minimized by an eigenvector for the smallest eigenvalue. Hence the minimum is 11, attained at z=±(1,1)T/2z=\pm(1,1)^{\mathsf T}/\sqrt2.

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