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function [test, penalty] = ispd(A)
%@info:
%! @deftypefn {Function File} {[@var{test}, @var{penalty} =} ispd (@var{A})
%! @anchor{ispd}
%! @sp 1
%! Tests if the square matrix @var{A} is positive definite.
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @ @var
%! @item A
%! A square matrix.
%! @end table
%! @sp 2
%! @strong{Outputs}
%! @sp 1
%! @table @ @var
%! @item test
%! Integer scalar equal to 1 if @var{A} is a positive definite sqquare matrix, 0 otherwise.
%! @item penalty
%! Absolute value of the uum of the negative eigenvalues of A. This output argument is optional.
%! @end table
%! @end deftypefn
%@eod:
% Copyright (C) 2007-2017 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
if ~isquare(A)
error(['ispd:: Input argument ' inputname(1) ' has to be a square matrix!'])
end
[cholA, info] = chol(A);
test = ~info;
if nargout>1
penalty = 0;
if info
a = diag(eig(A));
k = find(a<0);
if k > 0
penalty = sum(-a(k));
end
end
end
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