... <看更多>

However, satisfying these inequalities is not sufficient for positive definiteness. A symmetric matrix is positive definite (respt. postive semi ... ... <看更多>

Let G and H be positive definite, and let v be any vector. Because the matrices are positive self definite, ∃ a and b such that vTGv=a>0 and vTHv=b>0. ... <看更多>

You can also check if all the eigenvalues of matrix are positive, if so the matrix is positive definite: ... <看更多>

Positive definite matrices are widely used in machine learning and probabilistic modeling, especially in applications related to graph analysis and Gaussian ... ... <看更多>