gemmr.util.check_positive_definite

gemmr.util.check_positive_definite(Sigma, noise_level, noise_factor=1e-06)

Check if a matrix is positive definite.

Parameters:

  • Sigma (ndarray) – matrix or matrices for which to check positive definiteness. In case Sigma has more than 2 dimensions, the first dimensions are iterated over, and the last 2 dimensions identify the matrix for which to check positive definiteness.

  • noise_level (float) –

Return type:

Nothing

Raises:

ValueError – if Sigma is not positive definite