40 lines
1.1 KiB
Matlab
40 lines
1.1 KiB
Matlab
function test = ispd(A)
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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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% SPECIAL REQUIREMENTS
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% None.
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% Copyright (C) 2007-2009 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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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 |