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negative definite

negative definite

Sep 10, 20251 min read

Positive Definite, Negative Definite, Indefinite

A real symmetric matrix G∈Rn×n is positive definite if for all vectors x∈Rn∖{0}

xT⋅G>0

Similarily, if for all vectors x∈Rn

xT⋅G<0

then the matrix is called negative definite.
If the matrix is neither positive or negative, it’s called an indefinite matrix

Example: Diagonal matrices with positive entries on the diagonal are positve definite and vice versa.

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