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Diffstat (limited to 'sourcecodes/bnt-master/KPMtools/isposdef.m')
| -rw-r--r-- | sourcecodes/bnt-master/KPMtools/isposdef.m | 9 |
1 files changed, 9 insertions, 0 deletions
diff --git a/sourcecodes/bnt-master/KPMtools/isposdef.m b/sourcecodes/bnt-master/KPMtools/isposdef.m new file mode 100644 index 00000000..56f61967 --- /dev/null +++ b/sourcecodes/bnt-master/KPMtools/isposdef.m @@ -0,0 +1,9 @@ +function b = isposdef(a) +% ISPOSDEF Test for positive definite matrix. +% ISPOSDEF(A) returns 1 if A is positive definite, 0 otherwise. +% Using chol is much more efficient than computing eigenvectors. + +% From Tom Minka's lightspeed toolbox + +[R,p] = chol(a); +b = (p == 0); |
