Function to test if a
matrix is symmetric positive (semi)definite or not.
A square symmetric matrix.
A numeric giving the tolerance for determining positive semi-definiteness.
Tests positive definiteness by Cholesky decomposition. Tests positive semi-definiteness by checking if all eigenvalues are larger than -ε|λ_1| where ε is the tolerance and λ_1 is the largest eigenvalue.
logical value. Returns
TRUE if the
symmetric positive (semi)definite and
FALSE if not.
M is not even symmetric, the function throws an error.
Anders Ellern Bilgrau Carel F.W. Peeters <[email protected]>, Wessel N. van Wieringen
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