Open main menu
Home
Random
Recent changes
Special pages
Community portal
Preferences
About Wikipedia
Disclaimers
Incubator escapee wiki
Search
User menu
Talk
Dark mode
Contributions
Create account
Log in
Editing
Definite matrix
(section)
Warning:
You are not logged in. Your IP address will be publicly visible if you make any edits. If you
log in
or
create an account
, your edits will be attributed to your username, along with other benefits.
Anti-spam check. Do
not
fill this in!
=== Further properties === # If <math>M</math> is a symmetric [[Toeplitz matrix]], i.e. the entries <math>m_{ij}</math> are given as a function of their absolute index differences: <math>m_{ij} = h(|i-j|),</math> and the ''strict'' inequality <math display="inline">\sum_{j \neq 0} \left|h(j)\right| < h(0)</math> holds, then <math>M</math> is ''strictly'' positive definite. # Let <math>M > 0</math> and <math>N</math> Hermitian. If <math>MN + NM \ge 0</math> (resp., <math>MN + NM > 0</math>) then <math>N \ge 0</math> (resp., <math>N > 0</math>).<ref> {{Cite book | title=Positive Definite Matrices | last=Bhatia | first=Rajendra | publisher=Princeton University Press | year=2007 | isbn=978-0-691-12918-1 | location=Princeton, New Jersey | pages=8 }}</ref> # If <math>M > 0</math> is real, then there is a <math>\delta > 0</math> such that <math>M > \delta I,</math> where <math>I</math> is the [[identity matrix]]. # If <math>M_k</math> denotes the leading <math>k \times k</math> minor, <math>\det\left(M_k\right)/\det\left(M_{k-1}\right)</math> is the {{mvar|k}}th pivot during [[LU decomposition]]. # A matrix is negative definite if its {{mvar|k}}th order leading [[principal minor]] is negative when <math>k</math> is odd, and positive when <math>k</math> is even. # If <math>M</math> is a real positive definite matrix, then there exists a positive real number <math>m</math> such that for every vector <math>\mathbf{v},</math> <math>\mathbf{v}^\mathsf{T} M\mathbf{v} \geq m\|\mathbf{v}\|_2^{2}.</math> # A Hermitian matrix is positive semidefinite if and only if all of its principal minors are nonnegative. It is however not enough to consider the leading principal minors only, as is checked on the diagonal matrix with entries {{math|0}} and {{math|β1 .}}
Edit summary
(Briefly describe your changes)
By publishing changes, you agree to the
Terms of Use
, and you irrevocably agree to release your contribution under the
CC BY-SA 4.0 License
and the
GFDL
. You agree that a hyperlink or URL is sufficient attribution under the Creative Commons license.
Cancel
Editing help
(opens in new window)