X-Git-Url: http://gitweb.michael.orlitzky.com/?p=octave.git;a=blobdiff_plain;f=is_positive_definite.m;fp=is_positive_definite.m;h=61a250d81cd825a7b5a37d97d3a7497f4a94edb6;hp=0000000000000000000000000000000000000000;hb=b89ed48b92e5b38b7c8df70c12e4b8cc275628df;hpb=23a3da45293aef5568409c8c1c46fc3b0758ca2d diff --git a/is_positive_definite.m b/is_positive_definite.m new file mode 100644 index 0000000..61a250d --- /dev/null +++ b/is_positive_definite.m @@ -0,0 +1,13 @@ +function ipd = is_positive_definite(A) + % Returns true if A is positive-definite, and false otherwise. We + % perform a full Cholesky factorization, so this is not fast. + + ipd = false; + + [R,p] = chol(A); + + if (p == 0) + % The error flag is not set. + ipd = true; + end +end