gemmr.util.check_positive_definite¶
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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) –
Returns: Return type: Nothing
Raises: ValueError
– if Sigma is not positive definite