mlpy.stats.is_posdef¶

mlpy.stats.is_posdef(a)[source]¶

Test if matrix a is positive definite.

The method uses Cholesky decomposition to determine if the matrix is positive definite.

Parameters:

a : ndarray

A matrix.

Returns:

bool :

Whether the matrix is positive definite.

Examples

>>> is_posdef()

Note

Adapted from Matlab:

Project: Probabilistic Modeling Toolkit for Matlab/Octave.
Copyright (2010) Kevin Murphy and Matt Dunham
License: MIT