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rockchalk (version 1.8.157)

checkPosDef: Check a matrix for positive definitness

Description

Uses eigen to check positive definiteness. Follows example used in MASS package by W. N. Venables and Brian D. Ripley

Usage

checkPosDef(X, tol = 1e-06)

Value

TRUE or FALSE

Arguments

X

A matrix

tol

Tolerance (closeness to 0 required to declare failure)

Author

Paul E. Johnson pauljohn@ku.edu