How to check positive definite refers to the process of determining whether a given matrix is positive definite, meaning that it has certain mathematical properties that ensure its eigenvalues are all positive.
Checking for positive definiteness is important in various fields, including statistics, machine learning, and optimization. Positive definite matrices arise in applications such as covariance matrices, kernel functions, and quadratic forms, and their properties have significant implications for the behavior and performance of algorithms and statistical models.