A Hermitian matrix A is positive-definite iff v*Av > 0 for all nonzero v, equivalently all eigenvalues are positive. Underpins Gaussian distributions, convex optimization, and metric tensors.
A Hermitian matrix A is positive-definite iff v*Av > 0 for all nonzero v, equivalently all eigenvalues are positive. Underpins Gaussian distributions, convex optimization, and metric tensors.