check_PD: Check Positive definite Checks if the given matrix is...

In svteichman/prelim.knockoffs: Implements the knockoff method by Barber & Candes

Description

Check Positive definite Checks if the given matrix is positive definite.

Check Positive semi-definite Checks if the given matrix is positive definite.

Usage

check_PD(M, tol = 1e-09)

check_PD(M, tol = 1e-09)

Arguments

M	Matrix to check whether it is positive definite.
tol	Tolerance when comparing smallest eigenvalue to 0.

Value

TRUE if the matrix is PD, FALSE otherwise.

TRUE if the matrix is PSD, FALSE otherwise.

svteichman/prelim.knockoffs documentation built on May 28, 2020, 5:14 p.m.