Positive-definite matrix
In linear algebra, a symmetric n × n real matrix is said to be positive definite if the scalar
is positive for every non-zero column vector
of
real numbers. Here
denotes the transpose of
.
More generally, an n × n Hermitian matrix is said to be positive definite if the scalar
is real and positive for all non-zero column vectors
of
complex numbers. Here
denotes the conjugate transpose of
.