Check a matrix for positive definitness

Uses eigen to check positive definiteness. Follows example used in MASS package by W. N. Venables and Brian D. Ripley

Usage

checkPosDef(X, tol = 1e-06)

Arguments

X

A matrix

tol

Tolerance (closeness to 0 required to declare failure)

Value

TRUE or FALSE

Author

Paul E. Johnson pauljohn@ku.edu