%PD_CHECK Check whether the input matrix is positive definite % % OK = PD_CHECK(A) % % INPUT % A Symmetric matrix % % OUTPUT % OK 1/0 to indicate whether A is positive definite % % DESCRIPTION % Symmetric matrix A is positive definite, if the diagonal of A is % dominant, i.e. A(i,i) > sum_{j ~= i} A(i,j). % Based on Golub's version of Cholesky, with non-positivity test. % % REFERENCES % G. Golub and C.V. Loan, Matrix Computations, The Johns Hopkins % University Press, Baltimore, 1989.