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In mathematics, a symmetric matrix with real entries is positive-definite if the real number is positive for every nonzero real column vector, where is the row vector transpose of . [1] More generally, a Hermitian matrix (that is, a complex matrix equal to its conjugate transpose) is positive-definite if the real number is positive for every nonzero complex column vector , where denotes the ...
In linear algebra, an invertible matrix is a square matrix which has an inverse. In other words, if some other matrix is multiplied by the invertible matrix, the result can be multiplied by an inverse to undo the operation. An invertible matrix multiplied by its inverse yields the identity matrix. Invertible matrices are the same size as their ...
The converse holds trivially: if A can be written as LL* for some invertible L, lower triangular or otherwise, then A is Hermitian and positive definite. When A is a real matrix (hence symmetric positive-definite), the factorization may be written =, where L is a real lower triangular matrix with positive diagonal entries.
The sum and difference of two symmetric matrices is symmetric. ... orthogonal matrix and a symmetric positive definite matrix, ... exists an invertible diagonal ...
A symmetric matrix is positive-definite if and only if all its eigenvalues are positive, that is, the matrix is positive-semidefinite and it is invertible. [31] The table at the right shows two possibilities for 2-by-2 matrices.
The inverse matrix of e X is given by e −X. This is analogous to the fact that the exponential of a complex number is always nonzero. The matrix exponential then gives us a map : (,) from the space of all n×n matrices to the general linear group of degree n, i.e. the group of all n×n invertible
Uniqueness: for positive definite matrices Cholesky decomposition is unique. However, it is not unique in the positive semi-definite case. Comment: if is real and symmetric, has all real elements; Comment: An alternative is the LDL decomposition, which can avoid extracting square roots.
The set of matrices of the form A − λB, where λ is a complex number, is called a pencil; the term matrix pencil can also refer to the pair (A, B) of matrices. [14] If B is invertible, then the original problem can be written in the form = which is a standard eigenvalue problem. However, in most situations it is preferable not to perform the ...