Advanced Analysis Library Only
AnalysisLibErrType CheckPosDef (void *inputMatrix, int matrixSize, int *positiveDefinite);
Checks the positive definiteness of the real square input matrix. A real, square matrix is positive definite if and only if it is symmetric and the quadratic form
xTAx > 0
is true for all nonzero vectors x. For more information about positive definite matrices, refer to Matrix Computations by G.H. Golub and C.F. VanLoan, cited in the Bibliography.
Input | ||
Name | Type | Description |
inputMatrix | numeric array | The input matrix to test for positive definiteness. This matrix must be an array of doubles. |
matrixSize | integer | Number of elements in one dimension of the matrix. |
Output | ||
Name | Type | Description |
positiveDefinite | integer | 1 if the input matrix is positive definite; 0 otherwise. |
Name | Type | Description |
status | AnalysisLibErrType | A value that specifies the type of error that occurred. Refer to analysis.h for definitions of these constants. |