𝐴 is 𝑚×𝑛 matrix

Definition

  • 𝐴=𝐴𝑇 and (𝑥0)𝑥𝑇𝐴𝑥>0.
  • For all 0<𝑖<𝑛
    • Diagonal entries 𝑎𝑖𝑖>0
    • Eigenvalues 𝜆𝑖>0
    • Condition number 𝑐𝑜𝑛𝑑(𝐴)=max𝜆min𝜆