| Definition: | Hermitian matrix A such that, for any non-zero column matrix U with complex elements, the 1 × 1 matrix UHAU has a unique element which is real and positive: (UHAU)11 > 0 Note 1 to entry: A symmetric matrix A with real elements is a positive definite matrix if UTAU > 0 for any non-zero column matrix U with real elements. Note 2 to entry: All eigenvalues of a positive definite matrix are positive.
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