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isSymPosDef checks if a real matrix is symmetric and positive definite.
isSymPosDef
isSymPosDef(x, ...)
TRUE if x is both symmetric and positive definite.
TRUE
x
FALSE otherwise.
FALSE
A real matrix.
Further arguments to isSymmetric for deciding on matrix symmetry.
isSymmetric
isSymmetric for testing if a matrix is symmetric.
x <- matrix(c(1, 0.5, 0.5, 2), nrow = 2) isSymPosDef(x) # Not positive definite. x <- matrix(c(1, 0.5, 0.5, 0.2), nrow = 2) isSymPosDef(x)
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