Positive Definiteness
Test for positive definiteness.
isposdef(A, psd = FALSE, tol = 1e-10)
A |
symmetric matrix |
psd |
logical, shall semi-positive definiteness be tested? |
tol |
tolerance to check symmetry and Cholesky decomposition. |
Whether matrix A is positive definite will be determined by
applying the Cholesky decomposition. The matrix must be symmetric.
With psd=TRUE the matrix will be tested for being semi-positive
definite. If not positive definite, still a warning will be generated.
Returns TRUE or FALSE.
A <- magic(5) # isposdef(A) ## [1] FALSE ## Warning message: ## In isposdef(A) : Matrix 'A' is not symmetric. ## FALSE A <- t(A) %*% A isposdef(A) ## [1] TRUE A[5, 5] <- 0 isposdef(A) ## [1] FALSE
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