Positive definite matrix
Definition of a positive definite matrix
A symmetric matrix A is said to be positive semi-definite if, for any non 0 vector x : ...
If A is a positive definite matrix or operator, then there exists precisely one positive definite matrix or operator B with B2 = A; we then define √A = B.
and Bk is a symmetric and positive definite matrix. The corresponding update to the inverse Hessian approximation is given by:
B is assumed to be positive definite, and the vectors and y must satisfy the curvature condition:
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 See also: Distribution, Covariance matrix, Covariance, Variance, Normal distribution
  
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