https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/test-for-positive-definite/m-p/879994#M9423 Hi, <BR /> I have some code where I am generating matrices using a MCMC method. I require that all my matrices are positive definite so I want to be able to test this and if they fail to reject that sample.<BR /> So I'm looking for the quickest way to test small matrices to see if they're positive definite. <BR /> Does anyone have a recommendation?<BR /> Jeremy<BR /> Wed, 28 Feb 2007 14:44:39 GMT jft27 2007-02-28T14:44:39Z https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/test-for-positive-definite/m-p/879994#M9423 Hi, <BR /> I have some code where I am generating matrices using a MCMC method. I require that all my matrices are positive definite so I want to be able to test this and if they fail to reject that sample.<BR /> So I'm looking for the quickest way to test small matrices to see if they're positive definite. <BR /> Does anyone have a recommendation?<BR /> Jeremy<BR /> Wed, 28 Feb 2007 14:44:39 GMT https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/test-for-positive-definite/m-p/879994#M9423 jft27 2007-02-28T14:44:39Z https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/test-for-positive-definite/m-p/879995#M9424 <P>Jeremy,</P> <P>I'd suggest you to try if Cholesky factorization succeed (see dpotrf function and friends in MKL).</P> <P>Dima</P> Wed, 28 Feb 2007 16:56:43 GMT https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/test-for-positive-definite/m-p/879995#M9424 Dmitry_B_Intel 2007-02-28T16:56:43Z