R: Test if matrix is non-singular

is.non.singular.matrix {matrixcalc} | R Documentation

## Test if matrix is non-singular

### Description

This function returns `TRUE` is the matrix argument is non-singular and `FALSE` otherwise.

### Usage

    is.non.singular.matrix(x, tol = 1e-08)

### Arguments

`x` | a numeric square matrix
`tol` | a numeric tolerance level usually left out

### Details

The determinant of the matrix `x` is first computed. If the absolute value of the determinant is greater than or equal to the given tolerance level, then a `TRUE` value is returned. Otherwise, a `FALSE` value is returned.

### Value

TRUE or FALSE value.

### Author(s)

Frederick Novomestky fnovomes@poly.edu

### References

Bellman, R. (1987). Matrix Analysis, Second edition, Classics in Applied Mathematics, Society for Industrial and Applied Mathematics.

Horn, R. A. and C. R. Johnson (1990). Matrix Analysis, Cambridge University Press.

### See Also

`is.singular.matrix`

### Examples

    A <- diag( 1, 3 )
    is.non.singular.matrix( A )
    B <- matrix( c( 0, 0, 3, 4 ), nrow=2, byrow=TRUE )
    is.non.singular.matrix( B )

[Package matrixcalc version 1.0-3 Index]