Picture of Yee Wei Law

Positive semidefiniteness and positive definiteness

by Yee Wei Law - Monday, 17 April 2023, 3:51 PM
 

For Hermitian matrix , the following statements are equivalent, and any one can serve as the definition of the positive definiteness of [Mey00, Sec. 7.6; Woe16, Sec. 7.4]:

  • , for all . Note is called a quadratic form.

    In Dirac notation, , for all . Note .

  • The eigenvalues of are all positive.
  • can be put in the form or , where is a nonsingular matrix.

Similarly, the following statements are equivalent, and any one can serve as the definition of the positive semidefiniteness of :

  • , for all .

    In Dirac notation, , for all .

  • The eigenvalues of are all nonnegative.

References

[Woe16] H. Woerdeman, Advanced Linear Algebra, CRC Press, 2016. https://doi.org/10.1201/b18994.
[Mey00] C. Meyer, Matrix Analysis and Applied Linear Algebra, SIAM, 2000. Available at http://portal.igpublish.com.eu1.proxy.openathens.net/iglibrary/obj/SIAMB0000114.

» Math and physics (including quantum)