Fix header doc.
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f1d444e198
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@ -1,30 +1,15 @@
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function [test, penalty] = ispd(A)
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%@info:
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%! @deftypefn {Function File} {[@var{test}, @var{penalty} =} ispd (@var{A})
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%! @anchor{ispd}
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%! @sp 1
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%! Tests if the square matrix @var{A} is positive definite.
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%! @sp 2
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%! @strong{Inputs}
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%! @sp 1
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%! @table @ @var
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%! @item A
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%! A square matrix.
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%! @end table
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%! @sp 2
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%! @strong{Outputs}
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%! @sp 1
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%! @table @ @var
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%! @item test
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%! Integer scalar equal to 1 if @var{A} is a positive definite sqquare matrix, 0 otherwise.
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%! @item penalty
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%! Absolute value of the uum of the negative eigenvalues of A. This output argument is optional.
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%! @end table
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%! @end deftypefn
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%@eod:
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% Test if the square matrix A is positive definite.
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%
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% INPUTS
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% - A [double] n×n matrix.
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%
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% OUTPUTS
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% - test [logical] scalar, true if and only if matrix A is positive definite (and symmetric...)
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% - penalty [double] scalar, absolute value of the uum of the negative eigenvalues of A. This output argument is optional.
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% Copyright © 2007-2022 Dynare Team
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% Copyright © 2007-2024 Dynare Team
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%
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% This file is part of Dynare.
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%
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@ -54,6 +39,7 @@ if nargout>1
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if isoctave && any(any(~isfinite(A))) % workaround for https://savannah.gnu.org/bugs/index.php?63082
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penalty = 1;
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else
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% TODO: the penalty is only concerned with negative eigenvalues, we should also consider the case of non symmetric matrix A.
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a = diag(eig(A));
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k = find(a<0);
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if k > 0
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@ -61,4 +47,4 @@ if nargout>1
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end
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end
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end
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end
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end
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