def test_real_non_PD_matrix(self):
mat = np.array([[1, 2], [3, 4]])
with pytest.raises(ValueError):
is_PD(mat)
mat_PD = nearest_PD(mat)
assert is_PD(mat_PD)
assert np.allclose(
mat_PD,
np.array([[1.31461828, 2.32186616], [2.32186616, 4.10085767]]))
def test_real_PD_matrix(self):
mat = np.eye(3)
assert is_PD(mat)
assert np.allclose(nearest_PD(mat), mat)
def test_non_square_matrix(self):
mat = np.array([[1, 2, 3], [4, 5, 6]])
with pytest.raises(ShapeError):
is_PD(mat)
def test_non_Hermitian_matrix(self):
mat = np.array([[1, 2], [3, 4]])
with pytest.raises(ValueError):
is_PD(mat)
def test_vector(self):
vec = np.array([7, 8, 9])
with pytest.raises(ShapeError):
is_PD(vec)
def test_complex_PD_matrix(self):
mat = np.array([[4, 1.5 + 1j], [1.5 - 1j, 3]])
assert is_PD(mat)
def test_real_non_PD_matrix(self):
mat = np.array([[1, 2.5], [2.5, 4]])
assert not is_PD(mat)
def test_real_PD_matrix(self):
mat = np.eye(3)
assert is_PD(mat)
def test_complex_non_PD_matrix(self):
mat = np.array([[4, 2 + 1j], [1 + 3j, 3]])
mat_PD = nearest_PD(mat)
assert is_PD(mat_PD)
assert np.allclose(
mat_PD, np.array([[4.0 + 0.j, 1.5 - 1.j], [1.5 + 1.j, 3.0 + 0.j]]))