Project DelphiTensors Workshop
Knowledge

Positive definite and semidefinite matrices

A matrix is classified by the signs of its eigenvalues:

  • all positive: positive definite
  • all positive or zero: positive semidefinite
  • all negative: negative definite
  • all negative or zero: negative semidefinite

Positive semidefinite matrices guarantee that xᵀAx ≥ 0 for every x. Positive definite matrices also guarantee that xᵀAx = 0 only when x = 0.