Dear R-users, Is there a preferred method for testing whether a real symmetric matrix is positive definite? [modulo machine rounding errors.]
The obvious way of computing eigenvalues via "E <- eigen(A, symmetric=T, only.values=T)$values" and returning the result of "!any(E <= 0)" seems less efficient than going through the LU decomposition invoked in "determinant.matrix(A)" and checking the sign and (log) modulus of the determinant. I suppose this has to do with the underlying C routines. Any thoughts or anecdotes? Many Thanks, Makram Talih -- Makram Talih, Ph.D. Assistant Professor Department of Mathematics and Statistics Hunter College of the City University of New York 695 Park Avenue, Room 905 HE New York, NY 10021 Website: http://stat.hunter.cuny.edu/talih E-mail: [EMAIL PROTECTED] Tel: 212-772-5308 Fax: 212-772-4858 ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
