Non-Negative Definite Matrix

A Non-Negative Definite Matrix is a definite matrix that is a non-negative matrix.

• See: Positive Definite Matrix, Negative-Definite Matrix, Indefinite Matrix, Hermitian Matrix, Covariance Matrix.

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References

• http://en.wikipedia.org/wiki/Positive-definite_matrix#Negative-definite.2C_semidefinite_and_indefinite_matrices

1982

• Louis, Thomas A. “Finding the observed information matrix when using the EM algorithm.” In: Journal of the Royal Statistical Society. Series B (Methodological) (1982): 226-233.
  • QUOTE: … for X should not be used, for there is no guarantee that subtracting Iy from it results in a non-negative definite matrix. The decision to use the Aitken projection should be based on the cost of inverting Iy relative to running through a single iteration of the EM. …

1968

• Freidlin, M. I. “On the factorization of non-negative definite matrices." Theory of Probability & Its Applications 13, no. 2 (1968): 354-356.

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