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