is_psd.m

来自「马尔可夫过程是一类重要的随机过程,它的原始模型马尔可夫链,由俄国数学家Α.Α.马」· M 代码 · 共 12 行

function b = positive_semidefinite(M)
%
% Return true iff v M v' >= 0 for any vector v.
% We do this by checking that all the eigenvalues are non-negative.

E = eig(M);
if length(find(E>=0)) == length(E)
  b = 1;
else
  b = 0;
end