Positive definite solution
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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?
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采纳的回答
Walter Roberson
2011-11-23
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
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;
更多回答(1 个)
Sean de Wolski
2011-11-23
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.
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