R: Positive Definite Matrixes
positiveDefinite | R Documentation |
Positive Definite Matrixes
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.
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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))
Results
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