positive definite

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1: 35.1 Special Notation

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$a,b$	complex variables.
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$𝛀$	space of positive-definite real symmetric matrices.
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$𝐗>𝐓$	$𝐗-𝐓$ is positive definite. Similarly, is equivalent.
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2: 35.5 Bessel Functions of Matrix Argument

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35.5.3 $$B_{\nu }\left(𝐓\right)={\int }_{𝛀}\mathrm{etr}\left(-(𝐓𝐗+{𝐗}^{-1})\right){\left|𝐗\right|}^{\nu -\frac{1}{2}(m+1)}d𝐗,$$ $\nu \in ℂ$, $𝐓\in 𝛀$.

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Defines:

$B_{\nu }\left(𝐓\right)$: Bessel function of matrix argument (second kind)

Symbols:

$ℂ$: complex plane, $\in$: element of, $\mathrm{etr}\left(𝐀\right)$: exponential of trace, $\int$: integral, $𝐓$: real symmetric $m\times m$ matrix, $𝐗$: real symmetric $m\times m$ matrix, $\left|𝐗\right|$: determinant of $𝐗$ , $d$: differential of matrix, $𝛀$: space of positive-definite real symmetric $m\times m$ matrices and $m$: positive integer

Referenced by:

§35.9

Permalink:

http://dlmf.nist.gov/35.5.E3

Encodings:

pMML, png, TeX

See also:

Annotations for §35.5(i), §35.5 and Ch.35

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35.5.4 $${\int }_{𝛀}\mathrm{etr}\left(-𝐓𝐗\right){\left|𝐗\right|}^{\nu }{A}_{\nu }\left(𝐒𝐗\right)d𝐗=\mathrm{etr}\left(-𝐒{𝐓}^{-1}\right){\left|𝐓\right|}^{-\nu -\frac{1}{2}(m+1)},$$ $𝐒\in 𝓢$, $𝐓\in 𝛀$; $\mathrm{\Re }\left(\nu \right)>-1$.

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Symbols:

$A_{\nu }\left(𝐓\right)$: Bessel function of matrix argument (first kind), $\in$: element of, $\mathrm{etr}\left(𝐀\right)$: exponential of trace, $\int$: integral, $\mathrm{\Re }$: real part, $𝓢$: space of real symmetric $m\times m$ matrices, $𝐒$: real symmetric $m\times m$ matrix, $𝐓$: real symmetric $m\times m$ matrix, $𝐗$: real symmetric $m\times m$ matrix, $\left|𝐗\right|$: determinant of $𝐗$ , $d$: differential of matrix, $𝛀$: space of positive-definite real symmetric $m\times m$ matrices and $m$: positive integer

Permalink:

http://dlmf.nist.gov/35.5.E4

Encodings:

pMML, png, TeX

See also:

Annotations for §35.5(ii), §35.5 and Ch.35

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35.5.5 ${\nu }_j\in ℂ$, $\mathrm{\Re }\left({\nu }_j\right)>-1$, $j=1,2$; ${𝐒}_1,{𝐒}_2\in 𝓢$; $𝐓\in 𝛀$.

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Symbols:

$A_{\nu }\left(𝐓\right)$: Bessel function of matrix argument (first kind), $ℂ$: complex plane, $\in$: element of, $\int$: integral, $\mathrm{\Re }$: real part, $𝓢$: space of real symmetric $m\times m$ matrices, $𝐒$: real symmetric $m\times m$ matrix, $𝐓$: real symmetric $m\times m$ matrix, $𝐗$: real symmetric $m\times m$ matrix, $\left|𝐗\right|$: determinant of $𝐗$ , $d$: differential of matrix, $𝛀$: space of positive-definite real symmetric $m\times m$ matrices, : less-than for matrices, $j$: nonnegative integer, $m$: positive integer and $𝟎$: $m\times m$ matrix of zeros

Permalink:

http://dlmf.nist.gov/35.5.E5

Encodings:

pMML, png, TeX

See also:

Annotations for §35.5(ii), §35.5 and Ch.35

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35.5.6 $$B_{\nu }\left(𝐓\right)={\left|𝐓\right|}^{-\nu }{B}_{-\nu }\left(𝐓\right),$$ $\nu \in ℂ$, $𝐓\in 𝛀$.

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Symbols:

$B_{\nu }\left(𝐓\right)$: Bessel function of matrix argument (second kind), $ℂ$: complex plane, $\in$: element of, $𝐓$: real symmetric $m\times m$ matrix, $\left|𝐗\right|$: determinant of $𝐗$ and $𝛀$: space of positive-definite real symmetric $m\times m$ matrices

Permalink:

http://dlmf.nist.gov/35.5.E6

Encodings:

pMML, png, TeX

See also:

Annotations for §35.5(ii), §35.5 and Ch.35

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35.5.7 $${\int }_{𝛀}{A}_{{\nu }_1}\left(𝐓𝐗\right)B_{-{\nu }_2}\left(𝐒𝐗\right){\left|𝐗\right|}^{{\nu }_1}d𝐗=\frac{1}{A_{{\nu }_1+{\nu }_2}\left(𝟎\right)}{\left|𝐒\right|}^{{\nu }_2}{\left|𝐓+𝐒\right|}^{-({\nu }_1+{\nu }_2+\frac{1}{2}(m+1))},$$ $\mathrm{\Re }\left({\nu }_1+{\nu }_2\right)>-1$; $𝐒,𝐓\in 𝛀$.

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Symbols:

$A_{\nu }\left(𝐓\right)$: Bessel function of matrix argument (first kind), $B_{\nu }\left(𝐓\right)$: Bessel function of matrix argument (second kind), $\in$: element of, $\int$: integral, $\mathrm{\Re }$: real part, $𝐒$: real symmetric $m\times m$ matrix, $𝐓$: real symmetric $m\times m$ matrix, $𝐗$: real symmetric $m\times m$ matrix, $\left|𝐗\right|$: determinant of $𝐗$ , $d$: differential of matrix, $𝛀$: space of positive-definite real symmetric $m\times m$ matrices, $m$: positive integer and $𝟎$: $m\times m$ matrix of zeros

Permalink:

http://dlmf.nist.gov/35.5.E7

Encodings:

pMML, png, TeX

See also:

Annotations for §35.5(ii), §35.5 and Ch.35

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3: 35.3 Multivariate Gamma and Beta Functions

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35.3.1 $${\mathrm{\Gamma }}_m\left(a\right)={\int }_{𝛀}\mathrm{etr}\left(-𝐗\right){\left|𝐗\right|}^{a-\frac{1}{2}(m+1)}d𝐗,$$ $\mathrm{\Re }\left(a\right)>\frac{1}{2}(m-1)$.

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Symbols:

$\mathrm{etr}\left(𝐀\right)$: exponential of trace, $\int$: integral, ${\mathrm{\Gamma }}_m\left(a\right)$: multivariate gamma function, $\mathrm{\Re }$: real part, $a$: complex variable, $𝐗$: real symmetric $m\times m$ matrix, $\left|𝐗\right|$: determinant of $𝐗$ , $d$: differential of matrix, $𝛀$: space of positive-definite real symmetric $m\times m$ matrices and $m$: positive integer

Permalink:

http://dlmf.nist.gov/35.3.E1

Encodings:

pMML, png, TeX

See also:

Annotations for §35.3(i), §35.3 and Ch.35

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35.3.2 $${\mathrm{\Gamma }}_m\left(s_1,\mathrm{\dots },s_m\right)={\int }_{𝛀}\mathrm{etr}\left(-𝐗\right){\left|𝐗\right|}^{s_m-\frac{1}{2}(m+1)}\prod _{j=1}^{m-1}{|{(𝐗)}_j|}^{s_j-s_{j+1}}d𝐗,$$ $s_j\in ℂ$, $\mathrm{\Re }\left(s_j\right)>\frac{1}{2}(j-1)$, $j=1,\mathrm{\dots },m$.

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Symbols:

$ℂ$: complex plane, $\in$: element of, $\mathrm{etr}\left(𝐀\right)$: exponential of trace, $\int$: integral, ${\mathrm{\Gamma }}_m\left(a\right)$: multivariate gamma function, $\mathrm{\Re }$: real part, $𝐗$: real symmetric $m\times m$ matrix, $\left|𝐗\right|$: determinant of $𝐗$ , $|{(𝐗)}_j|$: $j$th principal minor of $𝐗$ , $d$: differential of matrix, $𝛀$: space of positive-definite real symmetric $m\times m$ matrices, $j$: nonnegative integer and $m$: positive integer

Permalink:

http://dlmf.nist.gov/35.3.E2

Encodings:

pMML, png, TeX

See also:

Annotations for §35.3(i), §35.3 and Ch.35

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35.3.8 $${\mathrm{B}}_m(a,b)={\int }_{𝛀}{\left|𝐗\right|}^{a-\frac{1}{2}(m+1)}{\left|𝐈+𝐗\right|}^{-(a+b)}d𝐗,$$ $\mathrm{\Re }\left(a\right),\mathrm{\Re }\left(b\right)>\frac{1}{2}(m-1)$.

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Symbols:

$\int$: integral, ${\mathrm{B}}_m(a,b)$: multivariate beta function, $\mathrm{\Re }$: real part, $a$: complex variable, $𝐈$: $m\times m$ identity matrix, $𝐗$: real symmetric $m\times m$ matrix, $\left|𝐗\right|$: determinant of $𝐗$ , $d$: differential of matrix, $𝛀$: space of positive-definite real symmetric $m\times m$ matrices, $b$: complex variable and $m$: positive integer

Permalink:

http://dlmf.nist.gov/35.3.E8

Encodings:

pMML, png, TeX

See also:

Annotations for §35.3(ii), §35.3 and Ch.35

4: 19.31 Probability Distributions

… ►More generally, let $𝐀$ ($=[a_{r,s}]$) and $𝐁$ ($=[b_{r,s}]$) be real positive-definite matrices with $n$ rows and $n$ columns, and let ${\lambda }_1,\mathrm{\dots },{\lambda }_n$ be the eigenvalues of $𝐀{𝐁}^{-1}$. …

5: 21.1 Special Notation

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$g,h$	positive integers.
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$𝛀$	$g\times g$ complex, symmetric matrix with $\mathrm{\Im }𝛀$ strictly positive definite, i.e., a Riemann matrix.
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6: 35.2 Laplace Transform

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35.2.1 $$g(𝐙)={\int }_{𝛀}\mathrm{etr}\left(-𝐙𝐗\right)f(𝐗)d𝐗,$$

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Defines:

$g$: Laplace transformation of $f$ (locally)

Symbols:

$\mathrm{etr}\left(𝐀\right)$: exponential of trace, $\int$: integral, $𝐗$: real symmetric $m\times m$ matrix, $d$: differential of matrix, $𝛀$: space of positive-definite real symmetric $m\times m$ matrices, $𝐙$: complex symmetric $m\times m$ matrix and $f(𝐗)$: complex-valued function of matrix argument

Keywords:

Laplace transform

Referenced by:

§35.2

Permalink:

http://dlmf.nist.gov/35.2.E1

Encodings:

pMML, png, TeX

See also:

Annotations for §35.2, §35.2 and Ch.35

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7: 35.6 Confluent Hypergeometric Functions of Matrix Argument

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35.6.2 $$\mathrm{\Psi }(a;b;𝐓)=\frac{1}{{\mathrm{\Gamma }}_m\left(a\right)}{\int }_{𝛀}\mathrm{etr}\left(-𝐓𝐗\right){\left|𝐗\right|}^{a-\frac{1}{2}(m+1)}{\left|𝐈+𝐗\right|}^{b-a-\frac{1}{2}(m+1)}d𝐗,$$ $\mathrm{\Re }\left(a\right)>\frac{1}{2}(m-1)$, $𝐓\in 𝛀$.

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Defines:

$\mathrm{\Psi }(a;b;𝐓)$: confluent hypergeometric function of matrix argument (second kind)

Symbols:

$\in$: element of, $\mathrm{etr}\left(𝐀\right)$: exponential of trace, $\int$: integral, ${\mathrm{\Gamma }}_m\left(a\right)$: multivariate gamma function, $\mathrm{\Re }$: real part, $a$: complex variable, $𝐈$: $m\times m$ identity matrix, $𝐓$: real symmetric $m\times m$ matrix, $𝐗$: real symmetric $m\times m$ matrix, $\left|𝐗\right|$: determinant of $𝐗$ , $d$: differential of matrix, $𝛀$: space of positive-definite real symmetric $m\times m$ matrices, $b$: complex variable and $m$: positive integer

Permalink:

http://dlmf.nist.gov/35.6.E2

Encodings:

pMML, png, TeX

See also:

Annotations for §35.6(i), §35.6 and Ch.35

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35.6.5 $${\int }_{𝛀}\mathrm{etr}\left(-𝐓𝐗\right){\left|𝐗\right|}^{b-\frac{1}{2}(m+1)}{}_1{}^{}F_1^{}(\genfrac{}{}{0pt}{}{a}{b};𝐒𝐗)d𝐗={\mathrm{\Gamma }}_m\left(b\right){\left|𝐈-𝐒{𝐓}^{-1}\right|}^{-a}{\left|𝐓\right|}^{-b},$$ $𝐓>𝐒$, $\mathrm{\Re }\left(b\right)>\frac{1}{2}(m-1)$.

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Symbols:

${}_p{}^{}F_q^{}(a_1,\mathrm{\dots },a_p;b_1,\mathrm{\dots },b_q;𝐓)$ or ${}_p{}^{}F_q^{}(\genfrac{}{}{0pt}{}{a_1,\mathrm{\dots },a_p}{b_1,\mathrm{\dots },b_q};𝐓)$: generalized hypergeometric function of matrix argument, $\mathrm{etr}\left(𝐀\right)$: exponential of trace, $\int$: integral, ${\mathrm{\Gamma }}_m\left(a\right)$: multivariate gamma function, $\mathrm{\Re }$: real part, $a$: complex variable, $𝐈$: $m\times m$ identity matrix, $𝐒$: real symmetric $m\times m$ matrix, $𝐓$: real symmetric $m\times m$ matrix, $𝐗$: real symmetric $m\times m$ matrix, $\left|𝐗\right|$: determinant of $𝐗$ , $d$: differential of matrix, $𝛀$: space of positive-definite real symmetric $m\times m$ matrices, $b$: complex variable, $>$: greater-than for matrices and $m$: positive integer

Referenced by:

§35.6(ii)

Permalink:

http://dlmf.nist.gov/35.6.E5

Encodings:

pMML, png, TeX

See also:

Annotations for §35.6(ii), §35.6 and Ch.35

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35.6.8 $${\int }_{𝛀}{\left|𝐓\right|}^{c-\frac{1}{2}(m+1)}\mathrm{\Psi }(a;b;𝐓)d𝐓=\frac{{\mathrm{\Gamma }}_m\left(c\right){\mathrm{\Gamma }}_m\left(a-c\right){\mathrm{\Gamma }}_m\left(c-b+\frac{1}{2}(m+1)\right)}{{\mathrm{\Gamma }}_m\left(a\right){\mathrm{\Gamma }}_m\left(a-b+\frac{1}{2}(m+1)\right)},$$ $\mathrm{\Re }\left(a\right)>\mathrm{\Re }\left(c\right)+\frac{1}{2}(m-1)>m-1$, $\mathrm{\Re }\left(c-b\right)>-1$.

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Symbols:

$\mathrm{\Psi }(a;b;𝐓)$: confluent hypergeometric function of matrix argument (second kind), $\int$: integral, ${\mathrm{\Gamma }}_m\left(a\right)$: multivariate gamma function, $\mathrm{\Re }$: real part, $a$: complex variable, $𝐓$: real symmetric $m\times m$ matrix, $\left|𝐗\right|$: determinant of $𝐗$ , $d$: differential of matrix, $𝛀$: space of positive-definite real symmetric $m\times m$ matrices, $b$: complex variable, $c$: complex variable and $m$: positive integer

Permalink:

http://dlmf.nist.gov/35.6.E8

Encodings:

pMML, png, TeX

See also:

Annotations for §35.6(ii), §35.6 and Ch.35

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8: 37.17 Hermite Polynomials on ${ℝ}^d$

… ►For a positive definite symmetric $d\times d$ matrix $𝐀$ define the inner product ►

37.17.14 $${⟨f,g⟩}_{𝐀}={\pi }^{-\frac{1}{2}d}det{(𝐀)}^{\frac{1}{2}}{\int }_{{ℝ}^d}f(𝐱)g(𝐱){\mathrm{e}}^{-⟨𝐀𝐱,𝐱⟩}d𝐱.$$

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Defines:

${⟨f,g⟩}_{𝐀}$: inner product for $d$-dimensional Hermite polynomials with a positive definite matrix (locally)

Symbols:

$\pi$: the ratio of the circumference of a circle to its diameter, $det$: determinant, $dx$: differential of $x$ , $\mathrm{e}$: base of natural logarithm, $⟨𝐮,𝐯⟩$: inner product over vectors, $\int$: integral, $ℝ$: real line, $d$: positive integer, usually $\ge 2$ , ${ℝ}^d$: $d$-dimensional Euclidean space and $𝐱$: vector in $d$-dimensional Euclidean space

Permalink:

http://dlmf.nist.gov/37.17.E14

Encodings:

pMML, png, TeX

See also:

Annotations for §37.17(vi), §37.17 and Ch.37

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37.17.18 $${⟨H_{𝝁}(.;𝐀),G_{𝝂}(.;𝐀)⟩}_{𝐀}=2^{𝝂}𝝂!{\delta }_{𝝁,𝝂},$$ $𝝁,𝝂\in {\mathbb{N}}_0^d$.

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Symbols:

${\delta }_{j,k}$: Kronecker delta, $\in$: element of, $!$: factorial (as in $n!$), $\mathbb{N}$: set of all positive integers, $d$: positive integer, usually $\ge 2$ , ${\mathbb{N}}_0$: set of all nonnegative integers and ${⟨f,g⟩}_{𝐀}$: inner product for $d$-dimensional Hermite polynomials with a positive definite matrix

Source:

Erdélyi et al. (1953b, (1) in §12.9)

Permalink:

http://dlmf.nist.gov/37.17.E18

Encodings:

pMML, png, TeX

See also:

Annotations for §37.17(vi), §37.17(vi), §37.17 and Ch.37

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9: 1.5 Calculus of Two or More Variables

… ►and the second order term in (1.5.18) is positive definite (negative definite), that is, …

10: 35.4 Partitions and Zonal Polynomials

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35.4.8 $${\int }_{𝛀}\mathrm{etr}\left(-𝐓𝐗\right){\left|𝐗\right|}^{a-\frac{1}{2}(m+1)}{Z}_{\kappa }\left(𝐗\right)d𝐗={\mathrm{\Gamma }}_m\left(a+\kappa \right){\left|𝐓\right|}^{-a}{Z}_{\kappa }\left({𝐓}^{-1}\right),$$

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Symbols:

$\mathrm{etr}\left(𝐀\right)$: exponential of trace, $\int$: integral, ${\mathrm{\Gamma }}_m\left(a\right)$: multivariate gamma function, $Z_{\kappa }\left(𝐓\right)$: zonal polynomial, $a$: complex variable, $𝐓$: real symmetric $m\times m$ matrix, $𝐗$: real symmetric $m\times m$ matrix, $\left|𝐗\right|$: determinant of $𝐗$ , $d$: differential of matrix, $𝛀$: space of positive-definite real symmetric $m\times m$ matrices, $m$: positive integer and $\kappa$: vector of nonnegative integers

Permalink:

http://dlmf.nist.gov/35.4.E8

Encodings:

pMML, png, TeX

See also:

Annotations for §35.4(ii), §35.4(ii), §35.4 and Ch.35

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