checkPD(...,ZeroTolerance=>...) -- optional input to set the largest absolute value that should be treated as zero

Synopsis

• Usage:

  checkPD(L,ZeroTolerance=>1e-10)

• Inputs:
  • n, a real number, default is 1e-10

Description

i1 : L={matrix{{10^(-9)+10^(-10)*sqrt(-1),0},{0,10^(-9)+10^(-10)*sqrt (-1)}},
         matrix{{10^(-10)+10^(-10)*sqrt(-1),0},{0,10^(-10)+10^(-10)*sqrt (-1)}},
         matrix{{1+10^(-10)*sqrt(-1),0},{0,1+10^(-10)*sqrt (-1)}},
         matrix{{1-10^(-9)*sqrt(-1),0},{0,1+10^(-9)*sqrt (-1)}}
         }

o1 = {| 1e-9+1e-10ii 0            |, | 1e-10+1e-10ii 0             |, | 1+1e-10ii 0         |, | 1-1e-9ii 0        |}
      | 0            1e-9+1e-10ii |  | 0             1e-10+1e-10ii |  | 0         1+1e-10ii |  | 0        1+1e-9ii |

o1 : List

i2 : checkPD L

o2 = {| 1e-9 0    |, | 1 0 |}
      | 0    1e-9 |  | 0 1 |

o2 : List

Further information

• Default value: 1e-10
• Function: checkPD -- returns positive definite matrices from a list of matrices
• Option key: ZeroTolerance -- optional input to set the largest absolute value that should be treated as zero

See also

• checkPSD(...,ZeroTolerance=>...) -- optional input to set the largest absolute value that should be treated as zero
• solverMLE -- Maximum likelihood estimate of a loopless mixed graph

Functions with optional argument named ZeroTolerance :

• checkPD(...,ZeroTolerance=>...) -- optional input to set the largest absolute value that should be treated as zero
• checkPSD(...,ZeroTolerance=>...) -- optional input to set the largest absolute value that should be treated as zero
• solverMLE(...,ZeroTolerance=>...) -- optional input to set the largest absolute value that should be treated as zero