Positive definite matrices and involutions: the manners of their infinite cousins

Matrices and involutions in/on the algebras $B(\mathbb{R})$ and $B(\mathbb{C})$ of real (resp., complex) row- and column-finite $\omega \times \omega$ matrices are studied. It is proved that any positive definite $\mathbb{R}$-algebra involution on $B(\mathbb{R})$ (resp., any positive definite conjugate-linear involution on $B(\mathbb{C})$) is given by conjugating the transpose involution (resp., the conjugate-transpose involution) with a positive definite matrix from the algebra in question. All positive definite matrices in these algebras have Cholesky factorizations within the algebra. Examples are constructed to show that such positive definite matrices need not have any eigenvalues for their canonical action on column-finite column vectors, and they need not have any square roots in $B(\mathbb{C})$.