diff options
Diffstat (limited to 'sourcecodes/bnt-master/KPMtools/is_psd.m')
| -rw-r--r-- | sourcecodes/bnt-master/KPMtools/is_psd.m | 11 |
1 files changed, 11 insertions, 0 deletions
diff --git a/sourcecodes/bnt-master/KPMtools/is_psd.m b/sourcecodes/bnt-master/KPMtools/is_psd.m new file mode 100644 index 00000000..ff3baa54 --- /dev/null +++ b/sourcecodes/bnt-master/KPMtools/is_psd.m @@ -0,0 +1,11 @@ +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 |