Definite matrix
Matrix A (n x n) is said to be positive definite if
x'*A*x > 0
for all x in R^n.
Matrix A is said to be [[negative definite] if
x'*A*x < 0
for all x in R^n.
See also Positive semidefinite and Negative semidefinite.
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Matrix A (n x n) is said to be positive definite if
x'*A*x > 0
for all x in R^n.
Matrix A is said to be [[negative definite] if
x'*A*x < 0
for all x in R^n.
See also Positive semidefinite and Negative semidefinite.