diff scripts/general/isdefinite.m @ 4610:02d2fcf835fc

[project @ 2003-11-14 17:08:59 by jwe]
author jwe
date Fri, 14 Nov 2003 17:08:59 +0000
parents
children d62c421f448b
line wrap: on
line diff
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/general/isdefinite.m	Fri Nov 14 17:08:59 2003 +0000
@@ -0,0 +1,57 @@
+## Copyright (C) 2003 Gabriele Pannocchia
+##
+## This file is part of Octave.
+##
+## Octave 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 2, or (at your option)
+## any later version.
+##
+## Octave 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 Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, 59 Temple Place - Suite 330, Boston, MA
+## 02111-1307, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} isdefinite (@var{x},@var{tol})
+## Return 1 if @var{x} is symmetric positive definite within the
+## tolerance specified by @var{tol} or 0 if @var{x} is symmetric
+## positive semidefinite.  Otherwise, return -1.  If @var{tol}
+## is omitted, use a tolerance equal to 100 times the machine precision.  
+## @end deftypefn
+## @seealso{issymmetric}
+
+## Author: Gabriele Pannocchia <g.pannocchia@ing.unipi.it>
+## Created: November 2003
+## Adapted-By: jwe
+
+function retval = isdefinite (x, tol)
+
+  if (nargin == 1 || nargin == 2)
+    if (nargin == 1)
+      tol = 100*eps;
+    endif
+    sym = issymmetric (x, tol);
+    if (sym > 0)
+      ## Matrix is symmetric, check eigenvalues.
+      mineig = min (eig (x));
+      if (mineig > tol)
+	retval = 1;
+      elseif (mineig > -tol)
+	retval = 0;
+      else
+	retval = -1;
+      end
+    else
+      error ("isdefinite: matrix x must be symmetric");
+    endif
+  else
+    usage ("isdefinite (x,tol)");
+  endif
+
+endfunction