Questions tagged [positive-definite]

For questions about positive definite real or complex matrices. For questions about positive semi-definite matrices, use the (positive-semidefinite) tag.

This tag is for questions about positive definite matrices with real or complex entries. A square matrix $M \in \mathbf{F}^{n \times n}$ ($\mathbf{F} = \mathbf{R}$ or $\mathbf{C}$) is positive definite if $$ \text{for all } x \in \mathbf{F}^n \setminus \{0\}, x^\dagger M x > 0. \tag{1}$$ Here $x^\dagger$ denotes the transpose if $x$ is real and the conjugate-transpose if $x$ is complex.

If we replace $(1)$ with $$ \text{for all } x \in \mathbf{F}^n, x^\dagger M x \ge 0 $$ then $M$ is said to be positive semi-definite. All positive definite matrices are positive semi-definite. Questions about positive semi-definite matrices not specifically about positive definite matrices should use the tag instead or in conjunction.

If $\mathbf{F} = \mathbf{C}$ then $M$ is positive definite if and only if $M^\dagger = M$ and every eigenvalue of $M$ is a positive real number. If $\mathbf{F} = \mathbf{R}$ then it is not necessary that $M^\dagger = M$, for instance $$ M = \begin{pmatrix} 1 & 1 \\ -1 & 1 \end{pmatrix} $$ is a positive definite real matrix but not symmetric. Some authors require that a positive definite matrix be symmetric.

Some authors use a weaker form of $(1)$, namely $$ \text{for all } x \in \mathbf{F}^n \setminus \{0\}, \operatorname{Re}(x^\dagger M x) > 0. $$ With this definition it is no longer necessary that $M^\dagger = M$, even if $\mathbf{F} = \mathbf{C}$.

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If $V(x)$ is positive definite, then $\Omega_c$ is bounded

$x(t)$ satisfies the ODE: $\frac{d}{dt}x(t)=f(x)$, $f$ is a local Lipschitz map $\mathbb{R}^n \rightarrow \mathbb{R}^n$. $V(x):\mathbb{R}^n \rightarrow \mathbb{R}$ is a positive definite and continuously differentiable function. Denote $\Omega_C=\{…
winston
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Positive/negative (semi) definite matrices

This is possibly a dumb question, but I'm trying to solve a linear system, say Ax=b A is a negative semi-definite matrix. I am using a math library, and want to use a method that only works for positive semi-definitive matrices. Could I simply…
24n8
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difference of random positive semidefinite matrix and positive definite matrix

Let $X$ be a random positive semidefinite matrix, and let $A$ be a fixed positive definite matrix. Then, $\forall A$, $$ Pr[X\geq A]\leq Tr(E(X)A^{-1}) $$ Here $X\geq A$ means $A -X$ is positive semidefinite.
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Necessary condition for positive definite matrix. $a_{ii} + a_{jj} > 2 |\Re a_{ij}|$

I was reading on mathworks (http://mathworld.wolfram.com/PositiveDefiniteMatrix.html) that a Hermitian positive definite matrix $[a_{ij}]$ necessarily satisfies \begin{equation*} a_{ii} + a_{jj} > 2 |\mathcal{R}[a_{ij}]| \end{equation*} Can someone…
John
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Is a matrix of all 1's positive definite?

Suppose I want to say "everything is perfectly correlated" and I express that with a correlation matrix which is a block of 1's. Is that matrix positive definite? Matlab, for example, doesn't think so: >> chol([1 1; 1 1]) Error using chol Matrix…
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Positive definiteness limited to vectors of positive components

Consider a square and symmetric real matrix. The positive definiteness, defined as, $$ \sum_{i,j=1}^nA_{ij}x_ix_j>0\qquad\forall \mathbf{x}=(x_1,\ldots,x_n)\in\mathbb{R}^n,\ \mathbf{x}\neq\mathbf{0} $$ could be characterised by various means, for…
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Show that $10x^2+30y^2-4xy > 0$ when $x,y$ are not both zero

Show that $10x^2+30y^2-4xy$ is greater than 0 for all values of $x,y$ When $x,y$ are not both $0$
Vons
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product of special positive definite matrices

I have a matrix $A=R\Lambda R^{-1},$ where $R$ is a positive definite upper triangular matrix and $\Lambda$ is a positive definite diagonal matrix. Is $A$ also positive definite? Thank you.
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