isposdef.m

来自「计量工具箱」· M 代码 · 共 26 行

function ans = isposdef(a)
% PURPOSE: test a matrix for Positive definiteness, using cholesky
% ----------------------------------------------------------------
% USAGE: ans = isposdef(x)
% where: x    = input matrix
%---------------------------------------------------
% RETURNS: 
%        ans = 1, positive definite
%        ans = 0, not positive definite
% ----------------------------------------------------------------
% NOTES:
% uses: [R,p] = chol(a); ans = (p == 0); which is fairly fast 
% ----------------------------------------------------------------


% Written by:
% James P. LeSage, Dept of Economics
% University of Toledo
% 2801 W. Bancroft St,
% Toledo, OH 43606
% [e-mail]


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