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Upload file; Special pages; ... In mathematics, positive semidefinite may refer to: ... Positive semidefinite bilinear form
In mathematics (specifically linear algebra, operator theory, and functional analysis) as well as physics, a linear operator acting on an inner product space is called positive-semidefinite (or non-negative) if, for every (), , and , , where is the domain of .
In mathematics, every analytic function can be used for defining a matrix function that maps square matrices with complex entries to square matrices of the same size. This is used for defining the exponential of a matrix , which is involved in the closed-form solution of systems of linear differential equations .
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 ...
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).
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 ...
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
Semidefinite programming (SDP) is a subfield of mathematical programming concerned with the optimization of a linear objective function (a user-specified function that the user wants to minimize or maximize) over the intersection of the cone of positive semidefinite matrices with an affine space, i.e., a spectrahedron.