Copositive matrix

Copositive matrix

In mathematics, specifically linear algebra, a real matrix A is copositive if

x^TAx\geq 0

for every nonnegative vector x\geq 0. The collection of all copositive matrices is a proper cone; it includes as a subset the collection of real positive-definite matrices.

Copositive matrices find applications in economics, operations research, and statistics.

References

  • Berman, Abraham; Robert J. Plemmons (1979). Nonnegative Matrices in the Mathematical Sciences. Academic Press. ISBN 0-12-092250-9. 
  • Copositive matrix at PlanetMath

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