Definite matrix: Difference between revisions

Revision as of 14:44, 22 February 2002

Revision as of 14:44, 22 February 2002

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[[Matrix]] A (n x n) is said to be [['''positive definite]]''' if

x'*A*x > 0

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for all x in R^n.

Matrix A is said to be [['''negative definite]]''' if

x'*A*x < 0