Test if matrix is non-singular
This function returns TRUE is the matrix argument is non-singular
and FALSE otherwise.
is.non.singular.matrix(x, tol = 1e-08)
x |
a numeric square matrix |
tol |
a numeric tolerance level usually left out |
The determinant of the matrix x is first computed.
If the absolute value of the determinant is greater than or equal to the given
tolerance level, then a TRUE value is returned.
Otherwise, a FALSE value is returned.
TRUE or FALSE value.
Frederick Novomestky fnovomes@poly.edu
Bellman, R. (1987). Matrix Analysis, Second edition, Classics in Applied Mathematics, Society for Industrial and Applied Mathematics.
Horn, R. A. and C. R. Johnson (1990). Matrix Analysis, Cambridge University Press.
A <- diag( 1, 3 ) is.non.singular.matrix( A ) B <- matrix( c( 0, 0, 3, 4 ), nrow=2, byrow=TRUE ) is.non.singular.matrix( B )
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