Check Positive Definite Matrix in Matlab

It is often required to check if a given matrix is positive definite or not. Three methods to check the positive definiteness of a matrix were discussed in a previous article . I will utilize the test method 2 to implement a small matlab code to check if a matrix is positive definite.The test method … Read more

Tests for Positive Definiteness of a Matrix

In order to perform Cholesky Decomposition of a matrix, the matrix has to be a positive definite matrix. I have listed down a few simple methods to test the positive definiteness of a matrix. Methods to test Positive Definiteness: Remember that the term positive definiteness is valid only for symmetric matrices. Test method 1: Existence … Read more