How to check a matrix is positive definite?
Dear Feng Zhang, If the matrix is *symmetric* and positive-definite, then all of its eigenvalues are positive. I hope that this helps, John
At 01:17 PM 3/22/2003 -0600, Feng Zhang wrote:
Given a square matrix, how can I check if this matrix is positive definite or not?
----------------------------------------------------- John Fox Department of Sociology McMaster University Hamilton, Ontario, Canada L8S 4M4 email: jfox at mcmaster.ca phone: 905-525-9140x23604 web: www.socsci.mcmaster.ca/jfox -----------------------------------------------------