isHermitian: Is a Matrix Hermitian?

In cmvnorm: The Complex Multivariate Gaussian Distribution

Is a Matrix Hermitian?

Description

Returns TRUE if a matrix is Hermitian or Hermitian positive-definite

Usage

isHermitian(x, tol = 100 * .Machine$double.eps)
ishpd(x, tol = 100 * .Machine$double.eps)
zapim(x, tol = 100 * .Machine$double.eps)

Arguments

x	A square matrix
tol	Tolerance for numerical scruff

Details

Functions isHermitian() and ishpd() return a Boolean, indicating whether the argument is Hermitian or Hermitian positive definite respectively. Function zapim() zaps small imaginary parts of a vector, returning real if all elements are so zapped.

Author(s)

Robin K. S. Hankin

Examples

v <- 2^(1:30)
zapim(v + 1i*exp(-v))

ishpd(matrix(c(1, 0.1i, -0.1i, 1), 2, 2))   # should be TRUE
isHermitian(matrix(c(1, 3i, -3i, 1), 2, 2)) # should be TRUE
ishpd(rcwis(6, 2))                          # should be TRUE

cmvnorm documentation built on Nov. 6, 2025, 1:12 a.m.