Re: [eigen] Positive Definitenes?

[Cyril Flaig <cflaig@xxxxxxxxxxx>]

On 2010-03-02 19:27, Benoit Jacob wrote:
> 2010/3/2 Cyril Flaig <cflaig@xxxxxxxxxxx>:
>> The Cholesky decomposition works only if the matrix is positive
>> definite. If the decomposition fails then eigen sets a
>> m_isPositiveDefinite to false, doesn't it?
>>
>> Or is this deprecated and not used in the new version?
> 
> This is deprecated indeed.

As far as I know. The fastest way to determine the postive definitnes is
to check the diagonal if all entries are >=0. If this is true then
attempt a Cholesky decomposition. If it exists then the matrix is
positive definite.

-cyril

Attachment: signature.asc
Description: OpenPGP digital signature