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In the case that S has all entries being zero, which is permitted, the resulting matrix will be positive semi-definite, but only positive definite if all the following are true:
size(A, 1) == size(A, 2)
all elements of D are positive (again, only non-negativity is enforced)
For example, this matrix is positive semi-definite, but not positive definite:
(I do wonder whether there should be a ispossemidef function defined somewhere central, e.g. LinearAlgebra or maybe PDMats. since being PSD is useful, and often sufficient for many useful algorithms to apply)
The text was updated successfully, but these errors were encountered:
In the case that
S
has all entries being zero, which is permitted, the resulting matrix will be positive semi-definite, but only positive definite if all the following are true:D
are positive (again, only non-negativity is enforced)For example, this matrix is positive semi-definite, but not positive definite:
(I do wonder whether there should be a
ispossemidef
function defined somewhere central, e.g. LinearAlgebra or maybe PDMats. since being PSD is useful, and often sufficient for many useful algorithms to apply)The text was updated successfully, but these errors were encountered: