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!
=== Definitions for complex matrices === The following definitions all involve the term <math>\mathbf{z}^* M\mathbf{z}.</math> Notice that this is always a real number for any Hermitian square matrix <math>M.</math> An <math>n \times n</math> Hermitian complex matrix <math>M</math> is said to be '''positive-definite''' if <math>\mathbf{z}^* M\mathbf{z} > 0</math> for all non-zero <math>\mathbf{z}</math> in <math>\mathbb{C}^n .</math> Formally, {{Equation box 1 |indent = |title= |equation = <math>M \text{ positive-definite} \quad \iff \quad \mathbf{z}^* M\mathbf{z} > 0 \text{ for all } \mathbf{z} \in \mathbb{C}^n \setminus \{ \mathbf{0} \}</math> |cellpadding= 6 |border |border colour = #0073CF |background colour=var(--background-color-success-subtle,#d5fdf4)}} An <math>n \times n</math> Hermitian complex matrix <math>M</math> is said to be '''positive semi-definite''' or '''non-negative-definite''' if <math>\mathbf{z}^* M\mathbf{z} \geq 0</math> for all <math>\mathbf{z}</math> in <math>\mathbb{C}^n .</math> Formally, {{Equation box 1 |indent = |title= |equation = <math>M \text{ positive semi-definite} \quad \iff \quad \mathbf{z}^* M\mathbf{z} \geq 0 \text{ for all } \mathbf{z} \in \mathbb{C}^n</math> |cellpadding= 6 |border |border colour = #0073CF |background colour=var(--background-color-success-subtle,#d5fdf4)}} An <math>n \times n</math> Hermitian complex matrix <math>M</math> is said to be '''negative-definite''' if <math>\mathbf{z}^* M\mathbf{z} < 0</math> for all non-zero <math>\mathbf{z}</math> in <math>\mathbb{C}^n .</math> Formally, {{Equation box 1 |indent = |title= |equation = <math>M \text{ negative-definite} \quad \iff \quad \mathbf{z}^* M\mathbf{z} < 0 \text{ for all } \mathbf{z} \in \mathbb{C}^n \setminus \{\mathbf{0}\}</math> |cellpadding= 6 |border |border colour = #0073CF |background colour=var(--background-color-success-subtle,#d5fdf4)}} An <math>n \times n</math> Hermitian complex matrix <math>M</math> is said to be '''negative semi-definite''' or '''non-positive-definite''' if <math>\mathbf{z}^* M\mathbf{z} \leq 0</math> for all <math>\mathbf{z}</math> in <math>\mathbb{C}^n .</math> Formally, {{Equation box 1 |indent = |title= |equation = <math>M \text{ negative semi-definite} \quad \iff \quad \mathbf{z}^* M\mathbf{z} \leq 0 \text{ for all } \mathbf{z} \in \mathbb{C}^n</math> |cellpadding= 6 |border |border colour = #0073CF |background colour=var(--background-color-success-subtle,#d5fdf4)}} An <math>n \times n</math> Hermitian complex matrix which is neither positive semidefinite nor negative semidefinite is called '''indefinite'''.
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)