29 lines
516 B
Matlab
29 lines
516 B
Matlab
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function test = ispd(A)
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% Tests if a square matrix is positive definite.
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%
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% INPUTS
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% o A [double] a square matrix.
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%
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% OUTPUTS
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% o test [integer] is equal to one if A is pd, 0 otherwise.
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%
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%
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% ALGORITHM
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% None.
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%
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% SPECIAL REQUIREMENTS
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% None.
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%
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%
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% part of DYNARE, copyright S. Adjemian, M. Juillard (2007)
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% Gnu Public License.
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m = length(A);% I do not test for a square matrix...
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test = 1;
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for i=1:m
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if ( det( A(1:i, 1:i) ) < 2.0*eps )
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test = 0;
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break
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end
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end
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