Re: [R] How to check a matrix is positive definite?

[Spencer Graves]

> tst <- array(c(1,2,2,1), dim=c(2,2))
> eigen(tst)
$values
[1]  3 -1
$vectors
          [,1]       [,2]
[1,] 0.7071068  0.7071068
[2,] 0.7071068 -0.7071068
Does this answer your question?
Spencer Graves
Feng Zhang wrote:
Hey, all

Given a square matrix, how can I check if this matrix
is positive definite or not?
Thanks.

Fred

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