Mercurial > hg > octave-nkf
view scripts/linear-algebra/isdefinite.m @ 20629:ea85f96dd0ae
build: Use $(abs_top_*) in definitions of TEXINPUTS and TEXMFCNF
* doc/module.mk (TEXINPUTS, TEXMFCNF): Use $(abs_top_builddir) and
$(abs_top_srcdir) for directories containing TeX input files.
author | Mike Miller <mtmiller@octave.org> |
---|---|
date | Sun, 02 Aug 2015 11:14:40 -0400 |
parents | 03b9d17a2d95 |
children |
line wrap: on
line source
## Copyright (C) 2003-2015 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{A}) ## @deftypefnx {Function File} {} isdefinite (@var{A}, @var{tol}) ## Return 1 if @var{A} is symmetric positive definite within the ## tolerance specified by @var{tol} or 0 if @var{A} is symmetric ## positive semidefinite. Otherwise, return -1. ## ## If @var{tol} is omitted, use a tolerance of ## @code{100 * eps * norm (@var{A}, "fro")} ## @seealso{issymmetric, ishermitian} ## @end deftypefn ## Author: Gabriele Pannocchia <g.pannocchia@ing.unipi.it> ## Created: November 2003 ## Adapted-By: jwe function retval = isdefinite (A, tol) if (nargin < 1 || nargin > 2) print_usage (); endif if (! isfloat (A)) A = double (A); endif if (nargin == 1) tol = 100 * eps (class (A)) * norm (A, "fro"); endif if (! ishermitian (A, tol)) error ("isdefinite: A must be a Hermitian matrix"); endif e = tol * eye (rows (A)); [r, p] = chol (A - e); if (p == 0) retval = 1; else [r, p] = chol (A + 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 <A must be a Hermitian matrix> isdefinite ([1 2; 3 4])