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GraphicalModelsMLE :: checkPSD

checkPSD -- returns positive semidefinite 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 semidefinite matrices If there are no positive semidefinite matrices in the list, it returns an empty list.

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

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

o1 : List
i2 : checkPSD(L)

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

o2 : List

Ways to use checkPSD :

For the programmer

The object checkPSD is a method function with options.