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

Synopsis

Usage:

checkPD(L)
Inputs:
- L, a list, of symmetric matrices, or a single symmetric 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

This function takes a list of symmetric matrices (or a single symmetric matrix) and returns the sublist of its positive definite matrices. If there are no positive definite matrices in the list, it returns an empty list.

Note that the function does not check whether the matrices in the original list are symmetric.

If a matrix contains an imaginary part below the tolerance level, then only the real part is reported in the output. (See checkPD(...,ZeroTolerance=>...))

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

Ways to use checkPD :

checkPD(List)
checkPD(Matrix)

For the programmer

The object checkPD is a method function with options.