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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 convex optimization, a linear matrix inequality (LMI) is an expression of the form ():= + + + + where = [, =, …,] is a real vector,,,, …, are symmetric matrices, is a generalized inequality meaning is a positive semidefinite matrix belonging to the positive semidefinite cone + in the subspace of symmetric matrices .
In mathematics, negative definiteness is a property of any object to which a bilinear form may be naturally associated, which is negative-definite. See, in particular: Negative-definite bilinear form; Negative-definite quadratic form; Negative-definite matrix; Negative-definite function
In mathematics a linear inequality is an inequality which involves a linear function. A linear inequality contains one of the symbols of inequality: [1] < less than > greater than; ≤ less than or equal to; ≥ greater than or equal to; ≠ not equal to
where , is the inner product.Examples of inner products include the real and complex dot product; see the examples in inner product.Every inner product gives rise to a Euclidean norm, called the canonical or induced norm, where the norm of a vector is denoted and defined by ‖ ‖:= , , where , is always a non-negative real number (even if the inner product is complex-valued).
In mathematics, a definite quadratic form is a quadratic form over some real vector space V that has the same sign (always positive or always negative) for every non-zero vector of V. According to that sign, the quadratic form is called positive-definite or negative-definite.
For example, if A is a 3-by-0 matrix and B is a 0-by-3 matrix, then AB is the 3-by-3 zero matrix corresponding to the null map from a 3-dimensional space V to itself, while BA is a 0-by-0 matrix. There is no common notation for empty matrices, but most computer algebra systems allow creating and computing with them.
A function : defined on an interval is said to be operator monotone if for all , and all , with eigenvalues in , the following holds, (), where the inequality means that the operator is positive semi-definite.