is_positive_definite: Check the positive definiteness of a symmetric real matrix
In bastienchassagnol/RGMMBench: A benchmark on Gaussian mixtures in R
is_positive_definite R Documentation
Check the positive definiteness of a symmetric real matrix
Description
To do so, we compute the eigen values of the corresponding matrix with eigen function,
and if all of them are positive above a given threshold, then we return true.
Usage
is_positive_definite(sigma, tol = 1e-06)
Arguments
sigma
a symmetric matrix with real values
tol
the numerical maximal tolerance threshold,
to which an eigen value below it is considered negative
Value
a boolean, whether or not the matrix can be considered
positive definite or not
Author(s)
Bastien CHASSAGNOL
bastienchassagnol/RGMMBench documentation built on Oct. 26, 2023, 5:58 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
| is_positive_definite | R Documentation |
Check the positive definiteness of a symmetric real matrix
Description
To do so, we compute the eigen values of the corresponding matrix with eigen function,
and if all of them are positive above a given threshold, then we return true.
Usage
is_positive_definite(sigma, tol = 1e-06)
Arguments
sigma |
a symmetric matrix with real values |
tol |
the numerical maximal tolerance threshold, to which an eigen value below it is considered negative |
Value
a boolean, whether or not the matrix can be considered positive definite or not
Author(s)
Bastien CHASSAGNOL
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.