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Mathematics-Online lexicon:

Positive Definite Matrix


A B C D E F G H I J K L M N O P Q R S T U V W X Y Z overview

A square matrix $ A$ is called positive definite, if

$\displaystyle v^*Av > 0 \quad \forall v \neq 0 \,.
$

Is $ v^*Av$ just $ \geq 0$, $ A$ is called positive semidefinite.
(Authors: Höllig/Reble/Höfert)

see also:


  automatically generated 2/ 9/2005