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The Gram matrix is symmetric in the case the inner product is real-valued; it is Hermitian in the general, complex case by definition of an inner product. The Gram matrix is positive semidefinite, and every positive semidefinite matrix is the Gramian matrix for some set of vectors. The fact that the Gramian matrix is positive-semidefinite can ...
In mathematics, positive semidefinite may refer to: Positive semidefinite function; Positive semidefinite matrix; Positive semidefinite quadratic form;
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 the quadratic form f yields only non-negative values (positive or zero), the symmetric matrix is called positive-semidefinite (or if only non-positive values, then negative-semidefinite); hence the matrix is indefinite precisely when it is neither positive-semidefinite nor negative-semidefinite. A symmetric matrix is positive-definite if and ...
A positive semidefinite matrix A can also have many matrices B such that =. However, A always has precisely one square root B that is both positive semidefinite and symmetric. In particular, since B is required to be symmetric, B = B T {\displaystyle B=B^{\textsf {T}}} , so the two conditions A = B B {\displaystyle A=BB} or A = B T B ...
If A or B is a multiple of the identity matrix, then this criterion is also necessary. The Loewner order does not have the least-upper-bound property, and therefore does not form a lattice. It is bounded: for any finite set of matrices, one can find an "upper-bound" matrix A that is greater than all of S. However, there will be multiple upper ...
Let A be a copositive matrix. Then we have that every principal submatrix of A is copositive as well. In particular, the entries on the main diagonal must be nonnegative. the spectral radius ρ(A) is an eigenvalue of A. [3] Every copositive matrix of order less than 5 can be expressed as the sum of a positive semidefinite matrix and a ...
Matrices that can be decomposed as , that is, Gram matrices of some sequence of vectors (columns of ), are well understood — these are precisely positive semidefinite matrices. To relate the Euclidean distance matrix to the Gram matrix, observe that