AuthorsT. K. Nilssen
TitleWeakly Positve Definite Matrices
AfilliationScientific Computing
Project(s)No Simula project
StatusPublished
Publication TypeTechnical reports
Year of Publication2005
Number2005-07
PublisherSimula Research Laboratory
Abstract

A weakly positive definite matrix is defined to be a matrix which can be written as a product of two positive definite matrices. This paper proves that a matrix is weakly positive definite if and only if the real eigenvalues are positive. The main components of the proof are Schur decomposition and mathematical induction.

Citation KeyNilssen.2005.1