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fBasics (version 4041.97)

positiveDefinite: 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.

Author

Korbinian Strimmer.

Details

The function isPositiveDefinite checks if a square matrix is positive definite.

The function makePositiveDefinite forces a matrix to be positive definite.

Examples

Run this code
# the 3x3 Pascal Matrix is positive define 
isPositiveDefinite(pascal(3))

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