positiveDefinite {fBasics} | R Documentation |
Positive definite matrices
Description
Checks if a matrix is positive definite and/or forces a matrix to be positive definite.
Usage
isPositiveDefinite(x)
makePositiveDefinite(x)
Arguments
x |
a square numeric matrix. |
Details
The function isPositiveDefinite
checks if a square matrix is
positive definite.
The function makePositiveDefinite
forces a matrix to be
positive definite.
Author(s)
Korbinian Strimmer.
Examples
## isPositiveDefinite -
# the 3x3 Pascal Matrix is positive define
isPositiveDefinite(pascal(3))
[Package fBasics version 4032.96 Index]