fBasics: matrix-posDefinite – R documentation

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matrix-posDefinite

Positive Definite Matrixes

Checks if a matrix is positive definite and/or forces a matrix to be positive definite.

isPositiveDefinite(x)
makePositiveDefinite(x)

`x`	a square numeric matrix.

The function isPositiveDefinite checks if a square matrix is positive definite.

The function makePositiveDefinite forces a matrix to be positive definite.

Korbinian Strimmer.

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

Rmetrics - Markets and Basic Statistics

v3042.89.1

GPL (>= 2)

Authors

Diethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb] Martin Maechler [ctb]

Initial release

2017-11-12