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wsMed (version 1.0.2)

TestPositiveDefinitewrapper: Test for a Positive Definite Matrix

Description

Returns TRUE if input is a positive definite matrix, and FALSE otherwise.

Usage

TestPositiveDefinitewrapper(eigen, tol = 1e-06)

Value

Logical.

Arguments

eigen

output of the eigen() function.

tol

Numeric. Tolerance.

Details

A \(k \times k\) symmetric matrix \(\mathbf{A}\) is positive definite if all of its eigenvalues are positive.

References

Wikipedia: Definite matrix