Positive Semi-Definite Matrices
摘要
The present chapter deals essentially with positive semi-definite matrices. It is the longest chapter of the book, but the reader should be aware that barely the surface of the topic has been touched. Positive semi-definite matrices play a key role in numerous domains, of which we mention in particular machine learning in its various facets. See Remark 3.5.2 on the terminology positive versus positive semi-definite.