Abstract
Positive definite matrices are of both theoretical and computational importance in a wide variety of applications. They are used, for example, in optimization algorithms and in the construction of various linear regression models. As an initiation of our discussion in this chapter, we investigate first the properties for maxima, minima and saddle points when we have scalar functions with two variables. After introducing the quadratic forms, various tests for positive (semi) definiteness are presented.
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© 2007 Springer Science+Business Media, LLC
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(2007). Positive Definiteness. In: Principles of Mathematics in Operations Research. International Series in Operations Research & Management Science, vol 97. Springer, Boston, MA. https://doi.org/10.1007/978-0-387-37735-3_5
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DOI: https://doi.org/10.1007/978-0-387-37735-3_5
Publisher Name: Springer, Boston, MA
Print ISBN: 978-0-387-37734-6
Online ISBN: 978-0-387-37735-3
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