Re: Cholesky and non-definite

[Mike Miller]

On Thu, 18 Nov 2004, E. Joshua Rigler wrote:

> I'm getting an error from the cholesky function (chol.oct) about a 
> non-positive definite matrix, even though I check the matrix with 
> isdefinite.m beforehand.

This might not be what you need, but a matrix is positive definite if all 
eigenvalues are positive real numbers.  So, for matrix X, wouldn't...

E=eig(X); isreal(E)*(min(E)>0)

...return 1 if X is positive definite and zero if X is not positive 
definite?

Mike

--
Michael B. Miller, Ph.D.
Assistant Professor
Division of Epidemiology and Community Health
and Institute of Human Genetics
University of Minnesota
http://taxa.epi.umn.edu/~mbmiller/



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