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positive semidefinite

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  • Positive semidefinite — In mathematics, positive semidefinite may refer to: * positive semidefinite matrix * positive semidefinite function ee also* semidefinite bilinear form …   Wikipedia

  • Semidefinite programming — (SDP) is a subfield of convex optimization concerned with the optimization of a linear objective function over the intersection of the cone of positive semidefinite matrices with an affine space.Semidefinite programming is a relatively new field… …   Wikipedia

  • Positive-definite matrix — In linear algebra, a positive definite matrix is a matrix that in many ways is analogous to a positive real number. The notion is closely related to a positive definite symmetric bilinear form (or a sesquilinear form in the complex case). The… …   Wikipedia

  • Semidefinite Optimierung — In der Semidefiniten Programmierung (SDP, auch Semidefinite Optimierung) werden Optimierungsprobleme untersucht, deren Variablen keine Vektoren, sondern symmetrische Matrizen sind. Als Nebenbedingung wird verlangt, dass diese Matrizen positiv… …   Deutsch Wikipedia

  • Semidefinite Programmierung — In der Semidefiniten Programmierung (SDP, auch Semidefinite Optimierung) werden Optimierungsprobleme untersucht, deren Variablen keine Vektoren, sondern symmetrische Matrizen sind. Als Nebenbedingung wird verlangt, dass diese Matrizen positiv… …   Deutsch Wikipedia

  • Positive-definite function — In mathematics, the term positive definite function may refer to a couple of different concepts. Contents 1 In dynamical systems 2 In analysis 2.1 Bochner s theorem 2.1.1 Applications …   Wikipedia

  • semidefinite — adjective Describing a bilinear form, over a vector space, that is either always positive or always negative …   Wiktionary

  • Choi's theorem on completely positive maps — In mathematics, Choi s theorem on completely positive maps (after Man Duen Choi) is a result that classifies completely positive maps between finite dimensional (matrix) C* algebras. An infinite dimensional algebraic generalization of Choi s… …   Wikipedia

  • Positiv semidefinite Matrix — Definitheit ist ein Begriff aus dem mathematischen Teilgebiet der linearen Algebra. Er beschreibt, welche Vorzeichen reelle quadratische Formen annehmen können, die durch Matrizen oder allgemeiner durch Bilinearformen erzeugt werden.… …   Deutsch Wikipedia

  • Matrix (mathematics) — Specific elements of a matrix are often denoted by a variable with two subscripts. For instance, a2,1 represents the element at the second row and first column of a matrix A. In mathematics, a matrix (plural matrices, or less commonly matrixes)… …   Wikipedia

  • Cholesky decomposition — In linear algebra, the Cholesky decomposition or Cholesky triangle is a decomposition of a Hermitian, positive definite matrix into the product of a lower triangular matrix and its conjugate transpose. It was discovered by André Louis Cholesky… …   Wikipedia

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