V2EX positive semidefinite

Positive Semidefinite

Definition / 定义

positive semidefinite(常写作 PSD)主要用于数学中,形容一个矩阵二次型“半正定”:对任意向量 \(x\),都有
\[ x^\top A x \ge 0 \] 也就是说,它“不会产生负值”,但允许等于 0(因此是 semi- “半/不严格”的正定)。
(相关但不同:positive definite 要求对所有非零 \(x\),严格 \(>0\)。)

Pronunciation (IPA) / 发音

/pztv smidfnt/

Examples / 例句

The matrix is positive semidefinite.
这个矩阵是半正定的。

If the covariance matrix is positive semidefinite, the quadratic form \(x^\top A x\) will never be negative, which matters in optimization and statistics.
如果协方差矩阵是半正定的,那么二次型 \(x^\top A x\) 就不会为负,这在优化与统计中很重要。

Etymology / 词源

positive 源自拉丁语 positivus(“确定的、明确的”),在数学里引申为“正的”。
semi- 源自拉丁语 semi-(“半”)。
definite 源自拉丁语 definitus(“限定的、明确的”)。
合起来,
positive semidefinite
字面意思就是“正的、但只到‘半’严格程度的确定性”,对应数学上“允许取到 0”的正性条件。

Related Words / 相关词汇

Literary & Notable Works / 文学与著名作品

  • Convex Optimization Stephen Boyd & Lieven Vandenberghe(凸优化经典教材,频繁讨论半正定矩阵与半正定规划)
  • Matrix Analysis Roger A. Horn & Charles R. Johnson(矩阵分析权威著作,系统介绍正定/半正定等概念)
  • The Elements of Statistical Learning Hastie, Tibshirani, Friedman(统计学习经典,协方差矩阵等处常用半正定性质)
  • 关于半正定规划(Semidefinite Programming, SDP)的研究论文与教材中,该术语也非常常见
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