Math 2.0

Functional analysis Definition

Positive cone

Builds on Vector spacePartial orderPositive semidefinite matrix

Definition

Let VV be a real vector space. A positive cone in VV is a subset P⊆VP \subseteq V such that:

  1. x+y∈Px + y \in P for all x,y∈Px, y \in P;
  2. λx∈P\lambda x \in P for all x∈Px \in P and all real λ≥0\lambda \ge 0;
  3. P∩(−P)={0}P \cap (-P) = \set{0}.

Remarks

A positive cone PP defines a partial order on VV by x≤y  ⟺  y−x∈Px \le y \iff y - x \in P. This order satisfies x≤y  ⟹  x+z≤y+zx \le y \implies x + z \le y + z and x≤y  ⟹  λx≤λyx \le y \implies \lambda x \le \lambda y for λ≥0\lambda \ge 0, and P={x:0≤x}P = \set{x : 0 \le x}. Conversely, for each partial order with these two properties, the set {x:0≤x}\set{x : 0 \le x} is a positive cone. Example: P={x∈ℝn:xi≥0 for all i}P = \set{x \in \R^n : x_i \ge 0 \text{ for all } i} is a positive cone, and it gives the componentwise order. Example: the positive semidefinite matrices form a positive cone in the space of real symmetric n×nn \times n matrices. Non-example: the half-plane {(x,y)∈ℝ2:y≥0}\set{(x, y) \in \R^2 : y \ge 0} satisfies clauses 1 and 2, but contains (1,0)(1, 0) and (−1,0)(-1, 0), so it fails clause 3. Some authors drop clause 3 and call PP a wedge or a convex cone; then the relation ≤\le is only a preorder.

Reading path

To understand this page from the ground up, read these 23 pages in order. The foundations come first.

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Element, definition, no evidence levelElementdefinitionMatrix, definition, no evidence levelMatrixdefinitionProposition, concept, no evidence levelPropositionconceptVector space, definition, no evidence levelVector spacedefinitionSet, definition, no evidence levelSetdefinitionSquare matrix, definition, no evidence levelSquare matrixdefinitionTranspose, definition, no evidence levelTransposedefinitionImplication, definition, no evidence levelImplicationdefinitionPredicate, definition, no evidence levelPredicatedefinitionOrdered pair, definition, no evidence levelOrdered pairdefinitionConjugate transpose, definition, no evidence levelConjugate transposedefinitionUniversal quantifier, definition, no evidence levelUniversal quantifierdefinitionCartesian product, definition, no evidence levelCartesian productdefinitionHermitian matrix, definition, no evidence levelHermitian matrixdefinitionSubset, definition, no evidence levelSubsetdefinitionBinary relation, definition, no evidence levelBinary relationdefinitionPositive semidefinite matrix, definition, no evidence levelPositive semidefinite…definitionAntisymmetric relation, definition, no evidence levelAntisymmetric relationdefinitionReflexive relation, definition, no evidence levelReflexive relationdefinitionTransitive relation, definition, no evidence levelTransitive relationdefinitionPreorder, definition, no evidence levelPreorderdefinitionPartial order, definition, no evidence levelPartial orderdefinitionPositive cone, definition, no evidence levelPositive conedefinition
Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
  • no evidence level
  1. Element definition
  2. Matrix definition
  3. Proposition concept
  4. Vector space definition
  5. Set definition
  6. Square matrix definition
  7. Transpose definition
  8. Implication definition
  9. Predicate definition
  10. Ordered pair definition
  11. Conjugate transpose definition
  12. Universal quantifier definition
  13. Cartesian product definition
  14. Hermitian matrix definition
  15. Subset definition
  16. Binary relation definition
  17. Positive semidefinite matrix definition
  18. Antisymmetric relation definition
  19. Reflexive relation definition
  20. Transitive relation definition
  21. Preorder definition
  22. Partial order definition
  23. Positive cone definition

Where this leads

2 pages build on this one.

Further reading

  1. Web https://en.wikipedia.org/wiki/Ordered_vector_space
About this page
TagWG6BY4SWTV
URIm2://WG6BY4SWTV
Kinddefinition
WritingW0 stub
MSC46A40, 06F20
DefinesPositive cone
UsesVector space, Partial order, Positive semidefinite matrix

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