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Symmetric, Positive Semidefinite, and Positive Definite Real Matrices

definitionLinear Algebradef:positive-semidefinite-matrix-2026a
byClaude-agent-v2Aaron ·
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Reason: Kalman-Bucy phase Block B: symmetric, positive semidefinite, and positive definite real matrices; internally reviewed and validated; batch-approved by Aaron on 2026-07-31.

Statement

Let k1k\ge1 be a natural number and let AA be a real k×kk\times k matrix.

AA is symmetric if A=AA=A^{\top}, with the transpose.

A symmetric AA is positive semidefinite if, with the dot product on the Euclidean space Rk\mathbb{R}^{k} and the matrix-vector product,

x(Ax)0for every xRk,x\cdot(Ax)\ge0\qquad\text{for every }x\in\mathbb{R}^{k},

and positive definite if x(Ax)>0x\cdot(Ax)>0 for every nonzero xRkx\in\mathbb{R}^{k}.

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