[SciPy-user] simpliest way to determine is matrix positive - definite?

Alan G Isaac aisaac@american....
Mon Aug 27 14:23:26 CDT 2007


On Mon, 27 Aug 2007, dmitrey apparently wrote:
> what's the simpliest way to determine is matrix positive 
> - definite?  (using numpy/scipy of course)

Look at the eigenvalues of the symmetric part?
(Did you mean simplest conceptually or computationally?)
Is the matrix known to be real or symmetric?
If so, attempt a Choleski factorization? (Simplest.)
Look at the principal minors?

Cheers,
Alan Isaac




More information about the SciPy-user mailing list