isposdef.m

来自「卡尔曼滤波器的matlab代码是卡尔曼滤波MATLAB工具箱」· M 代码 · 共 10 行

function b = isposdef(a)
% ISPOSDEF   Test for positive definite matrix.
%    ISPOSDEF(A) returns 1 if A is positive definite, 0 otherwise.
%    Using chol is much more efficient than computing eigenvectors.

%  From Tom Minka's lightspeed toolbox

[R,p] = chol(a);
b = (p == 0);