[R] Positive Definite Matrix

Hello I am trying to determine wether a given matrix is symmetric and positive matrix. The matrix has real valued elements. I have been reading about the cholesky method and another method is to find the eigenvalues. I cant understand how to implement either of the two. Can someone point me to the

Re: [R] Positive Definite Matrix

Thank you for the links and the information.You have been very helpful On Sat, Jan 29, 2011 at 2:45 PM, David Winsemius wrote: > > On Jan 29, 2011, at 7:58 AM, David Winsemius wrote: > > >> On Jan 29, 2011, at 7:22 AM, Alex Smith wrote: >> >> Hello I am trying to d

Re: [R] Positive Definite Matrix

x27;. > > > >> -- >> David. >> >> >> Give up on Cholesky factors unless you have a matrix you know must be >>> symmetric and strictly positive definite, and use the eigendecomposition >>> instead (setting negative eigenvalues to zero). You can the

Re: [R] Positive Definite Matrix

hing is done >> > in many of the multivariate analysis calculations in R >> > (e.g. cmdscale) and in well-designed packages." >> >> yes, or---as mentioned by Prof Ripley as well---compute a >> square root of the matrix {e.g. via the eigen() decomposi

Re: [R] Positive Definite Matrix

I am new to R. So I posted the program I wrote so I can get help on where it is going wrong and if I could approach it using the Sylvesters criterion and why it comes up with an error when I use the eigenvalues. The matrices I provided are generated randomly the purpose of my question is not any in