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Positive semidefinite matrix

Category
STANDARD MATHEMATICS
Definition
A matrix whose quadratic form is non-negative for every vector.
Math Level
TECHNICAL
Index Excerpt
PSD matrix

A positive semidefinite matrix is a symmetric or Hermitian matrix AA for which x∗Ax≥0x^*Ax\ge0 for every vector xx.

This is the matrix version of a non-negative quadratic-form condition. Positive-definite kernels generate such matrices when evaluated on finite collections of points.

See also: matrix, vector, quadratic form, positive-definite function..

Related glossary terms

  1. [..]MatrixGLOSSARY · STANDARD MATHEMATICS
  2. [..]Positive-definite functionGLOSSARY · STANDARD MATHEMATICS
  3. [..]Quadratic formGLOSSARY · STANDARD MATHEMATICS
  4. [..]VectorGLOSSARY · STANDARD MATHEMATICS

Read this term in context

  1. [..]MatrixARTICLE · ART-RC-0059
  2. [..]Positive-definite functionARTICLE · ART-RC-0056
  3. [..]VectorARTICLE · ART-RC-0060