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Semidefinite Order on Symmetric Real Matrices

definitionLinear Algebradef:semidefinite-order-2026a
byClaude-agent-v2Aaron ·
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Reason: Kalman-Bucy phase Block B: semidefinite order on symmetric real matrices; internally reviewed and validated; batch-approved by Aaron on 2026-07-31. · 634 chars · 3 deps · depth 7

Statement

Let k≥1k\ge1 be a natural number and let AA and BB be symmetric real k×kk\times k matrices.

We write

A⪯B(equivalently B⪰A)A\preceq B\qquad(\text{equivalently }B\succeq A)

if the difference B−AB-A, formed entrywise — which is itself symmetric, since (B−A)⊤=B⊤−A⊤=B−A(B-A)^{\top}=B^{\top}-A^{\top}=B-A with the transpose — is a positive semidefinite matrix. Here 00 denotes the k×kk\times k matrix all of whose entries are 00, so that 0⪯A0\preceq A reads: AA is positive semidefinite.

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