IsPositiveSemiDefinite
Tests if a matrix is positive semidefinite.
Syntax
-
IsPositiveSemidefinite(A[, ε])-
Ais a matrix -
εis a positive number
-
Description
If A is a matrix, then IsPositiveSemidefinite(A, ε) returns true iff A is a positive semidefinite Hermitian (real case: symmetric) matrix. Floating-point numbers are compared with epsilon ε; if omitted, a default (but positive) value is used.
Examples
IsPositiveSemidefinite(HermitianSquare(RandomMatrix(5)))
true