symmetric positive definite matrix

2020-10-20 Math shark 1 min read

Its definition is as follows:

(1) $\begin{equation*}\begin{matrix}(M \in \mathbb{R}^{n \times n}) \vee (M = M^T) \\\text{M is positive definite} \iff x^TMx > 0 \quad \forall x\in\mathbb{R}^n \setminus 0\end{matrix}\end{equation*}$

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