is_psd

copulae.core.linalg.is_psd(M, strict=False, tol=1e-12)[source]

Tests if matrix is positive semi-definite

Parameters

  • M ((N, N) ndarray) – Matrix to be tested for positive semi-definiteness

  • strict (bool) – If True, tests for positive definiteness

  • tol (float) – Numeric tolerance to check for equality

Returns

True if matrix is positive (semi-)definite, else False

Return type

bool

cov2corr near_psd