matrix-posDefinite: Positive definite matrices
In fBasics: Rmetrics - Markets and Basic Statistics
positiveDefinite R Documentation
Positive definite matrices
Description
Checks if a matrix is positive definite and/or forces a matrix to be
positive definite.
Usage
isPositiveDefinite(x)
makePositiveDefinite(x)
Arguments
x
a square numeric matrix.
Details
The function isPositiveDefinite checks if a square matrix is
positive definite.
The function makePositiveDefinite forces a matrix to be
positive definite.
Author(s)
Korbinian Strimmer.
Examples
# the 3x3 Pascal Matrix is positive define
isPositiveDefinite(pascal(3))
fBasics documentation built on Aug. 20, 2024, 3:01 a.m.
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| positiveDefinite | R Documentation |
Positive definite matrices
Description
Checks if a matrix is positive definite and/or forces a matrix to be positive definite.
Usage
isPositiveDefinite(x)
makePositiveDefinite(x)
Arguments
x |
a square numeric matrix. |
Details
The function isPositiveDefinite checks if a square matrix is
positive definite.
The function makePositiveDefinite forces a matrix to be
positive definite.
Author(s)
Korbinian Strimmer.
Examples
# the 3x3 Pascal Matrix is positive define
isPositiveDefinite(pascal(3))
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.
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