I need to determine whether a real dense symmetric matrix is positive definite or not.
One possible way is to obtain all the eigen values and check the sign of the minimum eigen value but requires computing all eigen values which seems unnecessary.
It was said
congruent transform should be more efficient to do this.
Does C++ Eigen template library have such
congruent transform implementation or efficient way to immediately determine whether a symmetric matrix is positive definite or not?
Or any other C++ implementation to do this?