Mercurial > hg > octave-nkf
view scripts/linear-algebra/isdefinite.m @ 15144:9cc337ced51a
build: Update OCTAVE_UMFPACK_SEPARATE_SPLIT macro to look for SuiteSparse header file.
* acinclude.m4: Update OCTAVE_UMFPACK_SEPARATE_SPLIT macro to look for
SuiteSparse header file.
author | Rik <rik@octave.org> |
---|---|
date | Fri, 10 Aug 2012 12:56:15 -0700 |
parents | f3d52523cde1 |
children | d63878346099 |
line wrap: on
line source
## Copyright (C) 2003-2012 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}) ## @deftypefnx {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 of ## @code{100 * eps * norm (@var{x}, "fro")} ## @seealso{issymmetric, ishermitian} ## @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) print_usage (); endif if (! isfloat (x)) x = double (x); endif if (nargin == 1) tol = 100 * eps (class (x)) * norm (x, "fro"); endif if (! ishermitian (x, tol)) error ("isdefinite: X must be a Hermitian matrix"); endif e = tol * eye (rows (x)); [r, p] = chol (x - e); if (p == 0) retval = 1; else [r, p] = chol (x + e); if (p == 0) retval = 0; else retval = -1; endif endif endfunction %!test %! A = [-1 0; 0 -1]; %! assert (isdefinite (A), -1); %!test %! A = [1 0; 0 1]; %! assert (isdefinite (A), 1); %!test %! A = [2 -1 0; -1 2 -1; 0 -1 2]; %! assert (isdefinite (A), 1); %!test %! A = [1 0; 0 0]; %! assert (isdefinite (A), 0); %!error isdefinite () %!error isdefinite (1,2,3) %!error <X must be a Hermitian matrix> isdefinite ([1 2; 3 4])