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Efficient algorithm for checking positive definiteness #16

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olgakuznetsova opened this issue Jun 7, 2020 · 0 comments

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olgakuznetsova commented Jun 7, 2020

Checking eigenvalues is probably inefficient.
Possibly

http://www.ti3.tuhh.de/paper/rump/Ru06c.pdf
https://faculty.math.illinois.edu/Macaulay2/doc/Macaulay2-1.15/share/doc/Macaulay2/DeterminantalRepresentations/html/_cholesky.html (but need to go through the source code - now if PSD still outputs a unique “best” matrix)

olgakuznetsova added the low priority label

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