Symmetric matrices are closed under the linear operations, are self-adjoint for the dot product, are determined by their quadratic forms and are preserved by congruence; positive semidefinite and positive definite matrices form cones that congruence preserves.
In the setting of Routine Facts Used Without Citation: Arithmetic, Maps, Predicativity and Indices, let , let , the set of symmetric matrices, let , let be a real matrix, and let , Euclidean space. Matrices have entries, entrywise operations and the zero matrix ; juxtaposition is the matrix product or the matrix-vector product, the transpose, the identity matrix, the standard basis vectors and the dot product; denotes .
and , and , and .
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For every and all , .
If for every , then .
, and if is positive semidefinite, then so is .
, and is positive semidefinite.
If and are positive semidefinite and , then and are positive semidefinite.
If is positive definite, is positive semidefinite and , then and are positive definite.
is positive definite.
Every positive definite is positive semidefinite.
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