matrix-posDefinite: Positive definite matrices

In fBasics: Rmetrics - Markets and Basic Statistics

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

## isPositiveDefinite - 
   # the 3x3 Pascal Matrix is positive define 
   isPositiveDefinite(pascal(3))                

fBasics documentation built on Nov. 3, 2023, 3:01 p.m.