A partial order on the set of positive semi-definite matrices. We say if is PSD and if is positive definite. The Loewner order is sometimes also called the matrix order.
Last modified Oct 13, 20241 min read
A partial order on the set of positive semi-definite matrices. We say A≤B if B−A is PSD and A<B if B−A is positive definite. The Loewner order is sometimes also called the matrix order.