This function takes a list of matrices (or a single matrix) and returns another list with only positive semidefinite matrices If there are no positive semidefinite matrices in the list, it returns an empty list.
i1 : L={matrix{{1,0},{0,1}},matrix{{-2,0},{0,1}},matrix{{sqrt(-1),0},{0,sqrt (-1)}},matrix{{0,0},{0,0}}} o1 = {| 1 0 |, | -2 0 |, | ii 0 |, 0} | 0 1 | | 0 1 | | 0 ii | o1 : List |
i2 : checkPSD(L) o2 = {| 1 0 |, 0} | 0 1 | o2 : List |
The object checkPSD is a method function with options.