Definite matrix
An n × n matrix M is said to be positive definite if
- x'Mx > 0
for all x in Rn.
It is said to be negative definite if
- x'Mx < 0
positive semidefinite if
- x'Mx >= 0
and negative semidefinite if
- x'Mx <= 0
An n × n matrix M is said to be positive definite if
for all x in Rn.
It is said to be negative definite if
positive semidefinite if
and negative semidefinite if