Last Updated :2025/12/05

positive definite

Adjective
not-comparable
Japanese Meaning
線形代数における「正定値行列」として、実数の正方行列であり、任意の非ゼロな列ベクトルvに対して、vの転置と行列との積v^TAvが常に正となり、v=0の場合にのみゼロとなる性質を持つ。 / 実数正方行列が、任意の列ベクトルとの組み合わせで作られる二次形式において、二次形式の値が非負(正の場合)であり、かつ、その値がゼロになるのは列ベクトルが零である場合のみに限る状態を指す。
What is this buttons?

コレスキー分解を行う前に、共分散行列が任意の実列ベクトルxに対してx^T Σ x ≥ 0を満たし、等号が成り立つのはxが零ベクトルのときのみという性質、つまり正定値であることを確認しました。

Quizzes for review

(linear algebra) Said of a real, square matrix: that the product of it with a column vector on its right side and the transpose of that column vector on its left side is greater or equal to zero, only equaling zero if the vector itself is zero.

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positive definite

We verified that the covariance matrix is positive definite before performing the Cholesky decomposition.

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We verified that the covariance matrix is positive definite before performing the Cholesky decomposition.

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