Check with EIG

• 1). Define a matrix in the usual manner with MATLAB. For example, "A = [1 2; 3 4]" will produce:
  
  A =
  
  1 2
  
  3 4
  
  
• 2). Type "EIG(A)" and hit "Enter." MATLAB produces all the eigenvalues of the matrix. For the matrix defined in the previous step, MATLAB outputs:
  
  ans =
  
  -0.3723
  
  5.3723
  
  
• 3). Inspect the output. Only if all values are positive is the matrix positive definite. The matrix in the previous step is not positive definite.
  
  

Check with CHOL

• 1). Define a matrix in the usual manner with MATLAB. For example, "A = [1 2; 3 4]" will produce:
  
  A =
  
  1 2
  
  3 4
  
  
• 2). Type "[R,p] = chol(A)". For matrix "A" in the previous step, MATLAB outputs the following:
  
  R = 1
  
  p = 2
  
  
• 3). Inspect the result -- specifically, the value of "p". Only if "p" is zero is the matrix positive definite. Matrix "A" in the previous step is not positive definite.