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The definition of positive definite can be generalized by designating any complex matrix (e.g. real non-symmetric) as positive definite if { } > for all non-zero complex vectors , where { } denotes the real part of a complex number . [19] Only the Hermitian part (+) determines whether the matrix is positive definite, and is assessed in the ...
In operator theory, a branch of mathematics, a positive-definite kernel is a generalization of a positive-definite function or a positive-definite matrix. It was first introduced by James Mercer in the early 20th century, in the context of solving integral operator equations. Since then, positive-definite functions and their various analogues ...
One strategy is to define a correlation matrix A which is then multiplied by a scalar to give a covariance matrix: this must be positive-definite. Bochner's theorem states that if the correlation between two points is dependent only upon the distance between them (via function f), then function f must be positive-definite to ensure the ...
In mathematics, positive definiteness is a property of any object to which a bilinear form or a sesquilinear form may be naturally associated, which is positive-definite. See, in particular: Positive-definite bilinear form; Positive-definite function; Positive-definite function on a group; Positive-definite functional; Positive-definite kernel
A totally positive matrix has all entries positive, so it is also a positive matrix; and it has all principal minors positive (and positive eigenvalues). A symmetric totally positive matrix is therefore also positive-definite. A totally non-negative matrix is defined similarly, except that all the minors must be non-negative (positive or zero ...
There are various equivalent ways to define the determinant of a square matrix A, i.e. one with the same number of rows and columns: the determinant can be defined via the Leibniz formula, an explicit formula involving sums of products of certain entries of the matrix. The determinant can also be characterized as the unique function depending ...
The matrix exponential of a real symmetric matrix is positive definite. Let be an n×n real symmetric matrix and a column vector. Using the elementary properties of the matrix exponential and of symmetric matrices, we have:
The operator is said to be positive-definite, and written >, if , >, for all {}. [ 1 ] Many authors define a positive operator A {\displaystyle A} to be a self-adjoint (or at least symmetric) non-negative operator.