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Copositive matrix

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

for every nonnegative vector . 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 (1979). Nonnegative Matrices in the Mathematical Sciences. Academic Press. ISBN 0-12-092250-9. {{cite book}}: Unknown parameter |coauthors= ignored (|author= suggested) (help)
  • Copositive matrix at PlanetMath