is.spd | R Documentation |
Check if a matrix is symmetric and positive definite
is.spd(..., tol = 1e-08)
... |
One or more numeric matrices |
tol |
Numerical tolerance for checking symmetry and positive definiteness |
Function checks whether the matrix x
is symmetric and positive
definite. Symmetry is evaluated up to an entrywise tolerance of tol
, so
that differences smaller than tol
are ignored. Positive-definiteness is
checked by computing the eigenvalues of x
using eigen
, setting
eigenvalues smaller than tol
in absolute value to zero, and then checking
whether any are less than or equal to zero.
A Boolean value indicating whether the matrix is symmetric and positive definite
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