On the Positive Semidefinite Nature of a Certain Matrix Expression
By “positive definite matrices” or, briefly, definite matrices, we mean in this note self-adjoint matrices all the characteristic values of which are positive. Alternatively, they can be defined as matrices, all the hermitian quadratic forms of which are real and positive. It is well known that these two definitions are equivalent and it is the existence of two equivalent definitions which renders the subject particularly interesting. Thus, it follows from the first definition that A −1 is positive definite for positive definite A; it follows from the second definition that the sum of two positive definite matrices is also positive definite. Similarly, we shall call a matrix positive semidefinite or, briefly, semidefinite if it is self-adjoint and none of its characteristic values are negative, or if all of its hermitian quadratic forms are non-negative. A matrix which is definite is also semidefinite but a semidefinite matrix is, of course, not necessarily definite.
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