ISSPDInternational Society for the Study of Personality Disorders
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The columns named spd(X) and spd(Y) show the result of Intlab's isspd function for checking positive definiteness.
For n = 50, the Versoft function VERMATREQN already needs almost a factor of 1000 more time than Algorithm 1, and isspd is never successful on the results computed with Versoft.
We note that for this example the function VERMATREQN from Versoft is successful in computing an enclosure, which, in addition, is verified to be positive definite by isspd. The computed enclosure X by Versoft was obtained after 160s with mrp and arp equal to 5 x [10.sup.-11] and 1.4 x [10.sup.-13], respectively.