[SciPy-user] simpliest way to determine is matrix positive - definite?
dmitrey
openopt@ukr....
Mon Aug 27 14:39:09 CDT 2007
Yes, matrix is real and symmetric.
However, I believed there is more simple way to determine to obtain the
single bit of info than do Choleski factorization with O(n^3) operations.
Ok, I will use the latter.
D.
Alan G Isaac wrote:
> 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
>
>
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