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Mathematics-Online course: Linear Algebra - Normal Forms - Diagonalisation

Positive Definite Matrices


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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)

  automatically generated 4/21/2005