What is matrix inequality such as $A>0$ or $A\succ 0$?
By John Peck •
I am trying to gather here different meanings of the same symbol, inequality symbol or the succ symbol. I find many other use them so many different ways.
Sometimes, $A>0$ means $\bar x^T A \bar x >0$. Sometimes, $A>0$ means element-wise i.e. $a_{i,j}>0$ for all $i,j$.
How do I know which definition of inequality people are meaning?
Examples
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2 Answers
$\begingroup$The curved symbol (in my experience) means that the difference is positive definite (so, with zero it means that the matrix is positive definite). The $>$ depends on the context.
$\endgroup$ 1 $\begingroup$For squared matrix $A$, $A>0$ means that $A$ is positive definite. Also, the real parts of all of $A$s eigenvalues are positive.
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