+ The cone of real symmetric positive-semidefinite matrices.
+
+ This cone has a dimension ``n`` associated with it, but we let ``n``
+ refer to the dimension of the domain of our matrices and not the
+ dimension of the (much larger) space in which the matrices
+ themselves live. In other words, our ``n`` is the ``n`` that appears
+ in the usual notation `S^{n}` for symmetric matrices.
+
+ As a result, the cone ``SymmetricPSD(n)`` lives in a space of dimension
+ ``(n**2 + n)/2)``.