Mathematics and probability · MLD-0911
Positive semidefinite matrix
A symmetric matrix whose quadratic form is nonnegative for every vector.
Original reference page · detailed expansion pending. Original definitions, examples, notes and citations are preserved below. New examples are illustrative, not benchmark results.
Original example
A covariance matrix is positive semidefinite.
Original caveat
Positive semidefinite does not require invertibility.
Context and aliases
Level: Foundational. Stages: Theory · Training · Evaluation.
Tags: ML · DL · SLM · LLM.
Aliases: PSD matrix.
Related concepts
Original references
- Deep Learning: online textbook ↗ · Consulted
- Mathematics for Machine Learning ↗ · Reference link
- Original reference URL ↗