Home
Convex Optimization
Convex Optimization Group
Calculus of Inequalities
Conic Independence
Convex Cones
Convex, Affine, Conic Hulls
Convex Functions
Convex Geometry
Distance Geometry
Distance Matrix Cone
Dual Cones
Duality Gap
Euclidean Distance Matrices
Elliptope and Fantope
Extreme Directions
Eigenvalues/Eigenvectors
Farkas Lemma
Face Recognition
Fifth Metric Property
Kissing Number
Linear Algebra
Linear Matrix Inequality
Matrix Calculus
Manifold Learning
Molecular Conformation
Positive Semidefinite Cone
Projection
Quasiconvex Functions
Rank Constraint
Semidefinite Programming
Schoenberg Criterion
Sensor Network Localization
Optimization News
SEO Consultant
Video
Wikimization
Zeros of Polynomials
Contact Us
Wikimization     Meboo     Video     News     Contact     See
Felice crystal
Home arrow Linear Algebra
Linear Algebra

We call  x^T A x >= 0  for all x the most fundamental test of positive semidefiniteness.  Yet some authors instead say, for real A and complex domain, the complex test   x^H A x >= 0   is most fundamental.  That complex broadening of the domain of test causes nonsymmetric real matrices to be excluded from the set of positive semidefinite matrices.  Yet admitting nonsymmetric real matrices or not is a matter of preference unless that complex test is adopted, as we shall now explain.

        sensor network localization

Any real square matrix A has a representation in terms of its symmetric and antisymmetric parts.  Because, for all real A the antisymmetric part vanishes under real test x^T(A-A^T)x=0, only the symmetric part (A+A^T)/2  has a role determining positive semidefiniteness.  Hence the oft-made presumption that only symmetric matrices may be positive semidefinite is, of course, erroneous under the most fundamental test.  Because eigenvalue-signs of a symmetric matrix translate unequivocally to its semidefiniteness, the eigenvalues that determine semidefiniteness are always those of the symmetrized matrix.  For that reason, and because symmetric (or Hermitian) matrices must have real eigenvalues, the convention adopted in the literature is that semidefinite matrices are synonymous with symmetric semidefinite matrices.  Certainly misleading under the most fundamental test, that presumption is typically bolstered with compelling examples from the physical sciences where symmetric matrices occur within the mathematical exposition of natural phenomena.

Read more...

 

The Course

The Videos

See Inside

Convex Optimization

by Stephen Boyd 

& L. Vandenberghe 

Buy Book



See Figures

See Inside

Dattorro

by Dattorro

Buy Book



The Course

Bertsekas

by Dimitri Bertsekas 

Buy Book



See Inside

Hiriart-Urruty & Lemaréchal

by Hiriart-Urruty

& Lemaréchal

Buy Book



See Inside

Rockafellar

by Rockafellar

Buy Book



Optimization Newsletter
Subscription:

Email:

Receive HTML mailings?
Subscribe Unsubscribe