Check a matrix for positive definitness
Uses eigen to check positive definiteness. Follows example used
in MASS
package by W. N. Venables and Brian D. Ripley
checkPosDef(X, tol = 1e-06)
X |
A matrix |
tol |
Tolerance (closeness to 0 required to declare failure) |
TRUE or FALSE
Paul E. Johnson <pauljohn@ku.edu>
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