Re: [eigen] Positive Definitenes? |

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*To*: <eigen@xxxxxxxxxxxxxxxxxxx>*Subject*: Re: [eigen] Positive Definitenes?*From*: Cyril Flaig <cflaig@xxxxxxxxxxx>*Date*: Wed, 3 Mar 2010 11:28:39 +0100

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

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