is.positive.definite: Test for Positive Definiteness

In gforge/lqmm_gforge: Linear Quantile Mixed Models

Description

This function tests whether all eigenvalues of a symmetric matrix are positive. See help("is.positive.definite") from package corpcor.

Usage

is.positive.definite(m, tol, method = c("eigen", "chol"))

Arguments

m	a matrix (assumed to be real and symmetric)
tol	tolerance for singular values and for absolute eigenvalues - only those with values larger than tol are considered non-zero (default: tol = max(dim(m))*max(D)*.Machine$double.eps)
method	Determines the method to check for positive definiteness: eigenvalue computation (eigen, default) or Cholesky decomposition (chol).

Author(s)

Original version by Korbinian Strimmer

Source

Juliane Schaefer, Rainer Opgen-Rhein, Verena Zuber, A. Pedro Duarte Silva and Korbinian Strimmer. (2011). corpcor: Efficient Estimation of Covariance and (Partial) Correlation. R package version 1.6.0. https://CRAN.R-project.org/package=corpcor

gforge/lqmm_gforge documentation built on Dec. 20, 2021, 10:42 a.m.