Friday, December 2, 2011

Semi-definite and Gramian matrix


It is called positive-semidefinite (or sometimes nonnegative-definite) if
x^{*} M x \geq 0
A matrix M is positive-semidefinite if and only if it arises as the Gram matrix of some set of vectors. In contrast to the positive-definite case, these vectors need not be linearly independent.

Gram matrix:
In linear algebra, the Gramian matrix (or Gram matrix or Gramian) of a set of vectors v_1,\dots, v_n in an inner product space is the Hermitian matrix of inner products, whose entries are given by G_{ij}=\langle v_j, v_i \rangle.



1 comment: