isPD: Check if Positive Definite
Description
Check if Positive Definite
Usage
isPD(x, force_symmetry = FALSE, tau = 1e-08)
Value
Logical indicating whether the matrix is PD.
Arguments
- x
Numeric matrix.
- force_symmetry
Force the matrix to be symmetric?
- tau
Threshold the minimum eigenvalue must exceed for the matrix
to be considered positive definite.