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Unformatted text preview: (e) Determine whether a symmetric matrix is positive denite: Cholesky or eigen-decomposition (slower but more reliable) The LL T version of Cholesky breaks down if the matrix has a negative eigenvalue by taking the square root of a negative num-ber, so it is a good diagnostic. If the matrix is singular, (positive semi-denite), then we get a 0 on the main diagonal, but with rounding error, this is impossible to detect....
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This note was uploaded on 01/21/2012 for the course MAP 3302 taught by Professor Dr.robin during the Fall '11 term at University of Florida.
- Fall '11