Definite matrix

In mathematics, a symmetric matrix with real entries is positive-definite if the real number is positive for every nonzero real column vector where is the row vector transpose of [1] More generally, a Hermitian matrix (that is, a complex matrix equal to its conjugate transpose) is positive-definite if the real number is positive for every nonzero complex column vector where denotes the conjugate transpose of

Positive semi-definite matrices are defined similarly, except that the scalars and are required to be positive or zero (that is, not negative). Negative-definite and negative semi-definite matrices are defined analogously. A matrix that is not positive semi-definite and not negative semi-definite is sometimes called indefinite.

  1. ^ van den Bos, Adriaan (March 2007). "Appendix C: Positive semidefinite and positive definite matrices". Parameter Estimation for Scientists and Engineers (.pdf) (online ed.). John Wiley & Sons. pp. 259–263. doi:10.1002/9780470173862. ISBN 978-047-017386-2. Print ed. ISBN 9780470147818

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