Copositive matrix

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

$x^{T}Ax\geq 0$

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