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 for which for every vector .
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..