function test = ispd(A) % function test = ispd(A) % Tests if a square matrix is positive definite. % % INPUTS % o A [double] a square matrix. % % OUTPUTS % o test [integer] is equal to one if A is pd, 0 otherwise. % % SPECIAL REQUIREMENTS % None. % Copyright (C) 2007-2009 Dynare Team % % This file is part of Dynare. % % Dynare is free software: you can redistribute it and/or modify % it under the terms of the GNU General Public License as published by % the Free Software Foundation, either version 3 of the License, or % (at your option) any later version. % % Dynare is distributed in the hope that it will be useful, % but WITHOUT ANY WARRANTY; without even the implied warranty of % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the % GNU General Public License for more details. % % You should have received a copy of the GNU General Public License % along with Dynare. If not, see . m = length(A);% I do not test for a square matrix... test = 1; for i=1:m if ( det( A(1:i, 1:i) ) < 2.0*eps ) test = 0; break end end