一种矩阵运算方法，又叫Cholesky分解。所谓平方根法，就是利用对称正定矩阵的三角分解得到的求解对称正定方程组的一种有效方法。它是把一个对称正定的矩阵表示成一个下三角矩阵L和其转置的乘积的分解。它要求矩阵的所有特征值必须大于零，故分解的下三角矩阵的对角元也是大于零的。
https://en.wikipedia.org/wiki/Positive-definite_matrix
In linear algebra, a symmetric {\displaystyle n}
× {\displaystyle n} real matrix {\displaystyle M}
is said to be positive definite if the scalar {\displaystyle z^{\mathrm {T} }Mz}
is strictly positive for every non-zero column vector {\displaystyle z}
of {\displaystyle n} real numbers. Here {\displaystyle z^{\mathrm {T} }}
denotes the transpose of {\displaystyle z}.[1]
正定矩阵
positive definite matrix
