?? pd_check.m
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%PD_CHECK Check whether the input matrix is positive definite%% OK = PD_CHECK(A)%% INPUT% A Symmetric matrix%% OUTPUT% OK 1/0 to indicate whether A is positive definite%% DESCRIPTION% Symmetric matrix A is positive definite, if the diagonal of A is % dominant, i.e. A(i,i) > sum_{j ~= i} A(i,j).% Based on Golub's version of Cholesky, with non-positivity test.%% REFERENCES% G. Golub and C.V. Loan, Matrix Computations, The Johns Hopkins % University Press, Baltimore, 1989.
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