Mercurial > hg > octave-lyh
view scripts/general/isdefinite.m @ 7120:a2174fb073d4
[project @ 2007-11-07 21:26:43 by jwe]
author | jwe |
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date | Wed, 07 Nov 2007 21:26:43 +0000 |
parents | a1dbe9d80eee |
children | aeeb646f6538 |
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## Copyright (C) 2003, 2004, 2005, 2006, 2007 Gabriele Pannocchia ## ## This file is part of Octave. ## ## Octave is free software; you can redistribute it and/or modify it ## under the terms of the GNU General Public License as published by ## the Free Software Foundation; either version 3 of the License, or (at ## your option) any later version. ## ## Octave is distributed in the hope that it will be useful, but ## WITHOUT ANY WARRANTY; without even the implied warranty of ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU ## General Public License for more details. ## ## You should have received a copy of the GNU General Public License ## along with Octave; see the file COPYING. If not, see ## <http://www.gnu.org/licenses/>. ## -*- texinfo -*- ## @deftypefn {Function File} {} isdefinite (@var{x}, @var{tol}) ## Return 1 if @var{x} is symmetric positive definite within the ## tolerance specified by @var{tol} or 0 if @var{x} is symmetric ## positive semidefinite. Otherwise, return -1. If @var{tol} ## is omitted, use a tolerance equal to 100 times the machine precision. ## @seealso{issymmetric} ## @end deftypefn ## Author: Gabriele Pannocchia <g.pannocchia@ing.unipi.it> ## Created: November 2003 ## Adapted-By: jwe function retval = isdefinite (x, tol) if (nargin == 1 || nargin == 2) if (nargin == 1) tol = 100*eps; endif sym = issymmetric (x, tol); if (sym > 0) ## Matrix is symmetric, check eigenvalues. mineig = min (eig (x)); if (mineig > tol) retval = 1; elseif (mineig > -tol) retval = 0; else retval = -1; end else error ("isdefinite: matrix x must be symmetric"); endif else print_usage (); endif endfunction