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This implies that at a local minimum the Hessian is positive-semidefinite, and at a local maximum the Hessian is negative-semidefinite. For positive-semidefinite and negative-semidefinite Hessians the test is inconclusive (a critical point where the Hessian is semidefinite but not definite may be a local extremum or a saddle point).
As the transposition map preserves eigenvalues, the spectrum of () is the same as the spectrum of , and in particular () must still be positive semidefinite. Thus must also be positive semidefinite. This proves the necessity of the PPT criterion.
Let be the set of real numbers and be the set of complex numbers. A function f : R → C {\displaystyle f:\mathbb {R} \to \mathbb {C} } is called positive semi-definite if for all real numbers x 1 , …, x n the n × n matrix
A Hermitian diagonally dominant matrix with real non-negative diagonal entries is positive semidefinite. This follows from the eigenvalues being real, and Gershgorin's circle theorem. If the symmetry requirement is eliminated, such a matrix is not necessarily positive semidefinite. For example, consider
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 be seen from the following simple derivation:
Upload file; Special pages; Permanent link; Page information; Cite this page; Get shortened URL; Download QR code; ... In mathematics, positive semidefinite may refer to:
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 ...