matrix-posDefinite: Positive Definite Matrixes

Description

Checks if a matrix is positive definite and/or forces a matrix to be positive definite.

Usage

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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

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## isPositiveDefinite - 
   # the 3x3 Pascal Matrix is positive define 
   isPositiveDefinite(pascal(3))                

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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