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Definition of positive-definite matrix

Created over 8 years ago, updated 10 days ago

Definition: A symmetric (Hermitian) matrix $A$ is positive-definite if $x^T Ax > 0$ (or $x^*Ax > 0$) for all nonzero vectors $x$. Equivalently, all eigenvalues are positive. Positive-definite matrices are always invertible and have a unique Cholesky decomposition.