Let be an Inner Product Space (usually or ) A matrix is said to be definite if one of the following:

  • positive definite:
  • positive semi-definite:
  • negative semi-definite:
  • negative definite:

holds for all . Note that is the element of the Dual Vector Space corresponding to the Linear map . When then . When then . We will write , , , and respectively and often drop if its clear where the matrix lives.

Lemma

If is definite, then is Hermetian.

Lemma

If is symmetric and definite in , then is also definite in .