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negative semidefinite

created by ariels

(idea) by ariels (2.8 d) (print)   ?   (I like it!) 1 C! Wed Oct 31 2001 at 13:30:08

A bilinear form f(u,v) is called negative semidefinite if for all vectors v, f(v,v)<0.

In vector spaces of finite dimension, a quadratic form is represented by some square matrix A, and we can immediately "lower" the property to matrices: A is negative semidefinite iff for all vectors v, vtAv > 0.

Like positive semidefiniteness does for positive real numbers, negative semidefiniteness extends some properties of "negativeness" of real numbers. Given a function f:Rn->R, if ∇2f(x) is negative semidefinite, then f is (locally) concave near x. In one variable, you already know this: if f:R->R satisfies f''(x)<0, then f is concave near x.


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chaos

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