Linear Algebra – Intuitive Explanation of Positive Semidefinite Matrix

hermitian-matricesintuitionlinear algebramatricespositive-semidefinite

What is an intuitive explanation of a positive-semidefinite matrix? Or a simple example which gives more intuition for it rather than the bare definition. Say $x$ is some vector in space and $M$ is some operation on vectors.

The definition is:

A $n$ × $n$ Hermitian matrix M is called positive-semidefinite if

$$x^{*} M x \geq 0$$

for all $x \in \mathbb{C}^n$ (or, all $x \in \mathbb{R}^n$ for the real matrix), where $x^*$ is the conjugate transpose of $x$.

Best Answer

One intuitive definition is as follows. Multiply any vector with a positive semi-definite matrix. The angle between the original vector and the resultant vector will always be less than or equal $\frac{\pi}{2}$. The positive definite matrix tries to keep the vector within a certain half space containing the vector. This is analogous to what a positive number does to a real variable. Multiply it and it only stretches or contracts the number but never reflects it about the origin.

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