checkSymmetricPDMatrix: Checks if a matrix is symmetric and positive definite

In MSToolkit: The MSToolkit library for clinical trial design

Description

Checks if a matrix is symmetric and positive definite using an eigen value decomposition.

Usage

 checkSymmetricPDMatrix(mat, tol = 1e-06)

Arguments

mat	(Required) The matrix to check
tol	(Optional) The tolorence to use when comparing the value to 0. The default is "1e-06"

Value

The function does not return anything. It only generate an error if something goes wrong.

Author(s)

Mike K Smith [e-mail]

Examples

## Not run: 
  checkSymmetricPDMatrix( diag(4), 4)
  \dontrun{
    checkSymmetricPDMatrix( -diag(4),4 )
  }

## End(Not run)

MSToolkit documentation built on May 2, 2019, 6:30 p.m.