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Positive-definite matrix
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Words: 97
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A real symmetric matrix
A
is positive definite when
x
T
A
x
>
0
(166)
for every nonzero real
vector
x
. It therefore defines the
inner product
⟨
x
,
y
⟩
A
=
x
T
A
y
and is invertible.
Table of contents
97
4
Sylvester's criterion
Positive-definite matrix
15
Spectral condition number of a positive-definite matrix
Positive-definite matrix
22
Hermitian positive-definite matrix
Positive-definite matrix
35
1
Toeplitz matrix
Hermitian positive-definite matrix
16
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Quadratic form
Linear algebra
Algebra
Area of mathematics
Mathematics
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(7)
Conjugate gradient method
Multivariate normal density
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