[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
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