Note why we use minCoeff in matrix_is_pos_semidef

kdm9 · Jan 10, 2016 · cd26a8c · cd26a8c
1 parent 913df63
commit cd26a8c
Showing 1 changed file with 2 additions and 0 deletions.
diff --git a/src/kwip-utils.cc b/src/kwip-utils.cc
@@ -126,6 +126,8 @@ bool
 matrix_is_pos_semidef(MatrixXd &mat)
 {
     VectorXd eigenvalues = mat.eigenvalues().real();
+    // To be PSD, all eigenvalues must be greater than negative 1e-5. So check
+    // that the smallest is (as (eigenvalues > -1e-5).all() doesn't work).
     return eigenvalues.minCoeff() > -1e-5;
 }