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is its transpose because of its orthonormality. So, we can factorize 𝐴 as: Positive Definite Matrix If in a symmetric matrix all the eigenvalues are positive then the matrix is called a positive definite matrix. if 𝐴 is a positive definite matrix and 𝜆1, 𝜆2, 𝜆3… are the eigenvalues of 𝐴, then 𝜆𝑖 >