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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 ...
If a square matrix equals the product of a matrix with its conjugate transpose, that is, =, then is a Hermitian positive semi-definite matrix. Furthermore, if B {\displaystyle B} is row full-rank, then A {\displaystyle A} is positive definite.
In mathematics, Sylvester’s criterion is a necessary and sufficient criterion to determine whether a Hermitian matrix is positive-definite. Sylvester's criterion states that a n × n Hermitian matrix M is positive-definite if and only if all the following matrices have a positive determinant: the upper left 1-by-1 corner of M,
In linear algebra, the Cholesky decomposition or Cholesky factorization (pronounced / ʃ ə ˈ l ɛ s k i / shə-LES-kee) is a decomposition of a Hermitian, positive-definite matrix into the product of a lower triangular matrix and its conjugate transpose, which is useful for efficient numerical solutions, e.g., Monte Carlo simulations.
The general form of an inner product on is known as the Hermitian form and is given by , = † = † ¯, where is any Hermitian positive-definite matrix and † is the conjugate transpose of . For the real case, this corresponds to the dot product of the results of directionally-different scaling of the two vectors, with positive scale factors ...
The principal square root of a real positive semidefinite matrix is real. [3] The principal square root of a positive definite matrix is positive definite; more generally, the rank of the principal square root of A is the same as the rank of A. [3] The operation of taking the principal square root is continuous on this set of matrices. [4]
Let denote the space of Hermitian matrices, + denote the set consisting of positive semi-definite Hermitian matrices and + + denote the set of positive definite Hermitian matrices. For operators on an infinite dimensional Hilbert space we require that they be trace class and self-adjoint , in which case similar definitions apply, but we discuss ...
In the QR algorithm for a Hermitian matrix (or any normal matrix), the orthonormal eigenvectors are obtained as a product of the Q matrices from the steps in the algorithm. [11] (For more general matrices, the QR algorithm yields the Schur decomposition first, from which the eigenvectors can be obtained by a backsubstitution procedure. [13])