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GraphicalModelsMLE :: checkPD

checkPD -- returns positive definite matrices from a list of matrices

Synopsis

Description

This function takes a list of matrices (or a single matrix) and returns another list with only positive definite matrices. If there are no positive definite matrices in the list, it returns an empty list.

If a matrix contains an imaginary part below the tolerance level, then only the real part is reported in the output. (See checkPD(...,ZeroTolerance=>...))

i1 : L={matrix{{1,0},{0,1}},matrix{{-2,0},{0,1}},matrix{{sqrt(-1),0},{0,sqrt (-1)}}}

o1 = {| 1 0 |, | -2 0 |, | ii 0  |}
      | 0 1 |  | 0  1 |  | 0  ii |

o1 : List
i2 : checkPD(L)

o2 = {| 1 0 |}
      | 0 1 |

o2 : List

Ways to use checkPD :

For the programmer

The object checkPD is a method function with options.