Definition:Positive Semidefinite Matrix/Definition 1

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Definition

Let $\mathbf A$ be a symmetric square matrix of order $n$.

$\mathbf A$ is positive semidefinite if and only if:

for all nonzero column matrices $\mathbf x$ of order $n$, $\mathbf x^\intercal \mathbf A \mathbf x$ is non-negative.


Also see

  • Results about positive semidefinite matrices can be found here.


Sources