https://github.com/cran/pracma
Tip revision: 267abaa96cae63dd7872bb21b2613bd067b0a9f4 authored by Hans W. Borchers on 30 January 2018, 13:20:01 UTC
version 2.1.4
version 2.1.4
Tip revision: 267abaa
isposdef.R
isposdef <- function(A, psd = FALSE, tol = 1e-10) {
if (nrow(A) != ncol(A)) {
warning("Matrix 'A' is not quadratic.\n", .call = FALSE)
a <- FALSE
} else if (any(abs(A - t(A)) > tol)) {
warning("Matrix 'A' is not symmetric.\n", .call = FALSE)
a <- FALSE
} else {
e <- try(chol(A, pivot = psd), silent = TRUE)
if (class(e) == "try-error") {
a <- FALSE
} else {
a <- TRUE
}
}
return(a)
}