Chapter 10. Positive Definite and Non-negative Definite Matrices

  1. George A. F. Seber

Published Online: 8 JUN 2007

DOI: 10.1002/9780470226797.ch10

A Matrix Handbook for Statisticians

A Matrix Handbook for Statisticians

How to Cite

Seber, G. A. F. (2007) Positive Definite and Non-negative Definite Matrices, in A Matrix Handbook for Statisticians, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470226797.ch10

Author Information

  1. Department of Statistics University of Auckland, Auckland, New Zealand

Publication History

  1. Published Online: 8 JUN 2007
  2. Published Print: 7 NOV 2007

ISBN Information

Print ISBN: 9780471748694

Online ISBN: 9780470226797

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Keywords:

  • positive definite matrices;
  • non-negative definite matrices;
  • hermitian matrix;
  • symmetric matrix;
  • chi-square distributions

Summary

This chapter contains sections titled:

  • Introduction

  • Non-negative Definite Matrices

  • Positive Definite Matrices

  • Pairs of Matrices