[R] How to check a matrix is positive definite?

John Fox jfox at mcmaster.ca
Sat Mar 22 21:13:49 CET 2003

Dear Feng Zhang,

If the matrix is *symmetric* and positive-definite, then all of its 
eigenvalues are positive.

I hope that this helps,

At 01:17 PM 3/22/2003 -0600, Feng Zhang wrote:

>Given a square matrix, how can I check if this matrix
>is positive definite or not?

John Fox
Department of Sociology
McMaster University
Hamilton, Ontario, Canada L8S 4M4
email: jfox at mcmaster.ca
phone: 905-525-9140x23604
web: www.socsci.mcmaster.ca/jfox

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