Mercurial > hg > camir-aes2014
annotate toolboxes/FullBNT-1.0.7/KPMtools/is_psd.m @ 0:e9a9cd732c1e tip
first hg version after svn
author | wolffd |
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date | Tue, 10 Feb 2015 15:05:51 +0000 |
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children |
rev | line source |
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wolffd@0 | 1 function b = positive_semidefinite(M) |
wolffd@0 | 2 % |
wolffd@0 | 3 % Return true iff v M v' >= 0 for any vector v. |
wolffd@0 | 4 % We do this by checking that all the eigenvalues are non-negative. |
wolffd@0 | 5 |
wolffd@0 | 6 E = eig(M); |
wolffd@0 | 7 if length(find(E>=0)) == length(E) |
wolffd@0 | 8 b = 1; |
wolffd@0 | 9 else |
wolffd@0 | 10 b = 0; |
wolffd@0 | 11 end |