Linear Algebra and the C Language/a0if


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.

Let's check that A = V * EValue * VT.


The inverse matrix of a positive-definite matrix is ​​positive-definite.

If A is positive-definite and if s is a strictly positive real number, then s*A is positive definite.

A positive-matrix is ​​positive definite if and only if its positive square root is invertible.

Code study

The code