code: public static int isValid( DMatrixRMaj cov ) {
          if( !MatrixFeatures_DDRM.isDiagonalPositive(cov) )
              return 1;
  
          if( !MatrixFeatures_DDRM.isSymmetric(cov,TOL) )
              return 2;
  
          if( !MatrixFeatures_DDRM.isPositiveSemidefinite(cov) )
              return 3;
  
          return 0;
      }
docs: Performs a variety of tests to see if the provided matrix is a valid
  covariance matrix.
  
  @return  0 = is valid 1 = failed positive diagonal, 2 = failed on symmetry, 2 = failed on positive definite