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Hermitian matrices also appear in techniques like singular value decomposition (SVD) and eigenvalue decomposition. In statistics and machine learning, Hermitian matrices are used in covariance matrices, where they represent the relationships between different variables. The positive definiteness of a Hermitian covariance matrix ensures the well ...
Let A be an m × n matrix and k an integer with 0 < k ≤ m, and k ≤ n.A k × k minor of A, also called minor determinant of order k of A or, if m = n, the (n − k) th minor determinant of A (the word "determinant" is often omitted, and the word "degree" is sometimes used instead of "order") is the determinant of a k × k matrix obtained from A by deleting m − k rows and n − k columns.
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,
Even if is not square, the two matrices and are both Hermitian and in fact positive semi-definite matrices. The conjugate transpose "adjoint" matrix A H {\displaystyle \mathbf {A} ^{\mathrm {H} }} should not be confused with the adjugate , adj ( A ) {\displaystyle \operatorname {adj} (\mathbf {A} )} , which is also sometimes called adjoint .
A square Hankel matrix is symmetric. Hermitian matrix: A square matrix which is equal to its conjugate transpose, A = A *. Hessenberg matrix: An "almost" triangular matrix, for example, an upper Hessenberg matrix has zero entries below the first subdiagonal. Hollow matrix: A square matrix whose main diagonal comprises only zero elements ...
The conjugate gradient method with a trivial modification is extendable to solving, given complex-valued matrix A and vector b, the system of linear equations = for the complex-valued vector x, where A is Hermitian (i.e., A' = A) and positive-definite matrix, and the symbol ' denotes the conjugate transpose.
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.
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 ...