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CholeskyIsPositiveDefinite Method

Returns in case matrix is positive definite (it also indicates that Cholesky factorization has been built).

Namespace:  FinMath.LinearAlgebra.Factorizations
Assembly:  FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
public bool IsPositiveDefinite()

Return Value

Type: Boolean
Returns is data matrix positive define flag.
See Also