matrix_props.is_positive_definite¶
Checks if the matrix is a positive definite matrix.
Functions¶
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Check if matrix is positive definite (PD) [1]. |
Module Contents¶
- matrix_props.is_positive_definite.is_positive_definite(mat)¶
Check if matrix is positive definite (PD) [1].
Examples
Consider the following matrix
\[\begin{split}A = \begin{pmatrix} 2 & -1 & 0 \\ -1 & 2 & -1 \\ 0 & -1 & 2 \end{pmatrix}\end{split}\]our function indicates that this is indeed a positive definite matrix.
>>> from toqito.matrix_props import is_positive_definite >>> import numpy as np >>> A = np.array([[2, -1, 0], [-1, 2, -1], [0, -1, 2]]) >>> is_positive_definite(A) True
Alternatively, the following example matrix \(B\) defined as
\[\begin{split}B = \begin{pmatrix} -1 & -1 \\ -1 & -1 \end{pmatrix}\end{split}\]is not positive definite.
>>> from toqito.matrix_props import is_positive_definite >>> import numpy as np >>> B = np.array([[-1, -1], [-1, -1]]) >>> is_positive_definite(B) False
See also
is_positive_semidefinite
References
- Parameters:
mat (numpy.ndarray) – Matrix to check.
- Returns:
Return
True
if matrix is positive definite, andFalse
otherwise.- Return type:
bool