Symmetric positive-definite matrix
From Linear
This article defines a property that can be evaluated for a square matrix with entries over the field of real numbers. In other words, given a square matrix (a matrix with an equal number of rows and columns) with entries over the field of real numbers, the matrix either satisfies or does not satisfy the property.
View other properties of square matrices with entries over the field of real numbers | View other properties of square matrices
Definition
Suppose is a positive integer and
is a
square matrix. We say that
is a symmetric positive-definite matrix if the following equivalent conditions hold:
- 'Symmetric and positive-definite:
(i.e.,
is a symmetric matrix: it equals its matrix transpose) and
is a positive-definite matrix: for every
column vector
, we have that
, and equality holds if and only if
is the zero vector (in other words,
for all nonzero
column vectors
).
- The bilinear form on
defined by
(where the input vectors are written as column vectors) is a symmetric positive-definite bilinear form.
- There is a
invertible matrix
such that
.
-
is a symmetric matrix and a P-matrix.
Relation with other properties
Weaker properties
Property | Meaning | Proof of implication | Proof of strictness (reverse implication failure) | Intermediate notions |
---|---|---|---|---|
invertible matrix | | | |||
positive-definite matrix | | | |||
P-matrix | | |