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)
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.