Return true
if the matrix is square and not 0x0, if the matrix is symmetric, diagonals are near 1, positive definite, and no elements are NaN
A valid correlation matrix is symmetric, has a unit diagonal (all 1 values), and has all values between -1 and 1 (inclusive).
- Template Parameters
-
EigMat | A type derived from EigenBase with dynamic rows and columns |
- Parameters
-
- Returns
true
if the matrix is square and not 0x0, if the matrix is symmetric, diagonals are near 1, positive definite, and no elements are NaN
Definition at line 30 of file is_corr_matrix.hpp.