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IEVref:102-06-29ID:
Language:enStatus: Standard
Term: positive definite matrix
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Definition: Hermitian matrix A such that, for any non-zero column matrix U with complex elements, the 1 × 1 matrix UHAU has a unique element which is real and positive: (UHAU)11 > 0

Note 1 to entry: A symmetric matrix A with real elements is a positive definite matrix if UTAU > 0 for any non-zero column matrix U with real elements.

Note 2 to entry: All eigenvalues of a positive definite matrix are positive.


Publication date:2008-08
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Internal notes:2017-02-20: Editorial revisions in accordance with the information provided in C00019 (IEV 102) - evaluation. JGO
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