[R] How to check a matrix is positive definite?

[Spencer Graves]

 > tst <- array(c(1,2,2,1), dim=c(2,2))
 > eigen(tst)
$values
[1]  3 -1

$vectors
           [,1]       [,2]
[1,] 0.7071068  0.7071068
[2,] 0.7071068 -0.7071068

Does this answer your question?
Spencer Graves

Feng Zhang wrote:
> Hey, all
> 
> Given a square matrix, how can I check if this matrix
> is positive definite or not?
> 
> Thanks.
> 
> Fred
> 
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