[Math] Checking if matrix $A$ is positive definite via Cholesky decomposition

cholesky decompositionmatricesmatrix decompositionpositive definite

How can we show that a matrix $A$ is not a positive definite matrix using the Cholesky decomposition?

If we are not able to complete the algorithm and we cannot factor the matrix with a Cholesky decomposition does it then mean that the matrix is not positiv definite?

Or is there an other way to check whether the matrix is positiv definite or not?

Best Answer

Cholesky decomposition will fail only when the matrix is not symmetric positive semi definite. Thus, if the algorithm doesn’t work, then you know your matrix is not symmetric positive semidefinite.