matrix-posDefinite: Positive definite matrices

positiveDefiniteR 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

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

fBasics documentation built on Sept. 11, 2024, 6:34 p.m.