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.