is.spd: Check if a matrix is symmetric and positive definite

In areshenk/spdm: Geometry-respecting analysis of covariance matrices

Check if a matrix is symmetric and positive definite

Description

Check if a matrix is symmetric and positive definite

Usage

is.spd(..., tol = 1e-08)

Arguments

...	One or more numeric matrices
tol	Numerical tolerance for checking symmetry and positive definiteness

Details

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.

Value

A Boolean value indicating whether the matrix is symmetric and positive definite

areshenk/spdm documentation built on Oct. 2, 2024, 10:39 a.m.