Positive definite matrices

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

Korbinian Strimmer.

Examples

## isPositiveDefinite - 
   # the 3x3 Pascal Matrix is positive define 
   isPositiveDefinite(pascal(3))                
#> [1] TRUE