411 REFERENCE · Wikibooks
Linear Algebra and the C Language/a0if
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Positive-definite matrix:
In mathematics, a symmetric matrix M with real entries is positive-definite if the real number xT M x is positive ... Wikipedia: Definite matrix
The eigenvalues of a positive-definite matrix are positive. The matrix is invertible.
c00a.c
Let's check that A = V * EValue * VT.
c00b.c
The inverse matrix of a positive-definite matrix is positive-definite.
c00c.c
If A is positive-definite and if s is a strictly positive real number, then s*A is positive definite.
c00d.c
A positive-matrix is positive definite if and only if its positive square root is invertible.
c00e.c
Code study
The code
c00a.c