A function that can be written as xvTv Cx,v where the n × n matrix Cv is a matrix of known coefficients and xv is a column vector. Matrix Cv is usually assumed to be symmetric or can be transformed into a symmetric martrix. The form is said to be positive definite if xvTv Cxv > 0 for xv ≠0. The form is positive semidefinite if xvTv Cxv ≥ 0 for all x.v Negative definite and negative semidefinite forms are defined by appropriate reversal of the inequality signs in the preceding definitions. Matrices and matrix algebra.
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© 2001 Kluwer Academic Publishers
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Gass, S.I., Harris, C.M. (2001). Quadratic form. In: Gass, S.I., Harris, C.M. (eds) Encyclopedia of Operations Research and Management Science. Springer, New York, NY. https://doi.org/10.1007/1-4020-0611-X_836
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DOI: https://doi.org/10.1007/1-4020-0611-X_836
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