Positive definite solution
显示 更早的评论
i need to solved for different values of gama until its lowest value, which gives a positive definite solution for P is found, so i am using all(eig(P)>0) like the equation below:
is this right?
gama=100000;
for i=1:2000;
P = inv(inv(P)+M'*inv(R)*M-gama^(-2)*eye(4));
E=eig(P_cov);
if all(eig(P))>0) %%(all eigenvalues must be positive)
gama=gama/2;
else
break;
end
end
P = inv(inv(P)+M'*inv(R)*M-gama^(-2)*eye(4));
is this correct?
采纳的回答
Walter Roberson
2011-11-23
1 个投票
If the eigenvalues are all positive, you change gama, exiting the loop when they are not all positive. That means that at the end the gama you get out will be such that the eigenvalues are not all positive. This does not satisfy the stated conditions.
3 个评论
dab483
2011-11-23
Walter Roberson
2011-11-23
gama=100000;
oldgama = gama;
...
if all(eig(P))>0) %%(all eigenvalues must be positive)
oldgama = gama;
gama=gama/2;
else
break;
end
Then right after the end of the "for" loop,
gama = oldgama;
dab483
2011-11-24
更多回答（1 个）
Sean de Wolski
2011-11-23
1 个投票
Use a second variable and only update it if the eigenvalues are all positive. When you exit the loop it will be the last set of all positive eigenvalues.
类别
在 帮助中心 和 File Exchange 中查找有关 Linear Algebra 的更多信息
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!
Translated by 
