checkPD -- returns positive definite matrices from a list of matrices

Synopsis

• Usage:

  checkPD(L)

• Inputs:
  • L, a list, of matrices, or a single Matrix
• Optional inputs:
  • ZeroTolerance => ..., default value 1e-10, optional input to set the largest absolute value that should be treated as zero
• Outputs:
  • a list, of positive definite matrices

Description

i1 : L={matrix{{1,0},{0,1}},matrix{{-2,0},{0,1}},matrix{{sqrt(-1),0},{0,sqrt (-1)}}}

o1 = {| 1 0 |, | -2 0 |, | ii 0  |}
      | 0 1 |  | 0  1 |  | 0  ii |

o1 : List

i2 : checkPD(L)

o2 = {| 1 0 |}
      | 0 1 |

o2 : List