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Re: [Help-gsl] How to check the matrix is positive definite?
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From: |
Brian Gough |
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Subject: |
Re: [Help-gsl] How to check the matrix is positive definite? |
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Date: |
Tue, 25 May 2010 09:10:07 -0400 |
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User-agent: |
Wanderlust/2.15.6 (Almost Unreal) Emacs/23.2 Mule/6.0 (HANACHIRUSATO) |
At Thu, 20 May 2010 17:33:18 -0600,
JongKwan Kim wrote:
> I would like to calculate the Cholesky matrix.
> In order to do this, first I must know if the matrix is positive definite or
> not.
>
> So, could you tell me how can I check it the matrix is positive definite or
> not in GNU GSL?
Hello
You can check the return code from gsl_linalg_cholesky_decomp (after
turning off the default error handler, as described in the manual) -
if it fails it is GSL_EDOM for a non positive-definite matrix.
--
Brian Gough