Check for positive semi-definiteness

[jcvillaquira (Julián Villaquirá)]

Hi,

I need to verify if a matrix is positive (semi)-definite, ideally without computing the eigenvalues. Is there a standard way?

Thanks in advance!

[prj]

I don’t know of any without computing the lowest eigenvalue.

[jcvillaquira (Julián Villaquirá)]

Sorry, can you elaborate on how one could do that. I read the documentation and it is not very clear to me.

[prj]

I forgot to ask whether your matrix is symmetric or not, but here is an example for Stokes equation FreeFem-sources/examples/hpddm/stokes-2d-SLEPc.edp at 2b2052ae9ec86ae7f0048607b20084234e03858f · FreeFem/FreeFem-sources · GitHub (determining whether the FE pair is inf-sup stable using the lowest eigenvalue).