I am reading "Deep Learning" by Ian Goodfellow. At page 86, the author explains how to use the Hessian to evaluate whether a point of a multivariate function is a maximum or a minimum
At a critical point, where $ \nabla_x f(x)=0 $, we can examine the eigenvalues of the Hessian to determine whether the critical point is a local maximum, local minimum or saddle point. When the Hessian is positive definite (all its eigenvalues are positive), the point is a local minimum. [...] Likewise when the Hessian is negative (all its eigenvalues are negative), the point is a local maximum. In multiple dimensions, it is actually possible to find positive evidence of saddle points in some cases. When at least one eigenvalue is positive and at least one eigenvalue is negative, we know that $x$ is a local maximum on one cross section of $f$ but a local minimum on another cross-section. [...] The test is inconclusive whenever all the nonzero eigenvalues have the same sign but at least one eigenvalue is zero. This is because the univariate second derivative test is inconclusive in the cross section corresponding to the zero eigenvalue
So far so good. At page 89 it talks about convex optimization, and says that:
Convex functions - functions for which the Hessian is positive semi-definite everywhere [..] are well-behaved because they lack saddle points
But if the Hessian is positive-semidefinite, it means that some eigenvalues may be zero, while the others are positive. I thought that "whenever all the nonzero eigenvalues have the same sign but at least one eigenvalue is zero" the test was inconclusive. So why does it says that they surely lack saddle points?