is.non.singular.matrix: Test if matrix is non-singular
Description
This function returns TRUE is the matrix argument is non-singular
and FALSE otherwise.
Usage
is.non.singular.matrix(x, tol = 1e-08)
Arguments
x
a numeric square matrix
tol
a numeric tolerance level usually left out
Value
TRUE or FALSE value.
Details
The determinant of the matrix x is first computed.
If the absolute value of the determinant is greater than or equal to the given
tolerance level, then a TRUE value is returned.
Otherwise, a FALSE value is returned.
References
Bellman, R. (1987). Matrix Analysis, Second edition, Classics in Applied Mathematics,
Society for Industrial and Applied Mathematics.
Horn, R. A. and C. R. Johnson (1990). Matrix Analysis, Cambridge University Press.