Python simple_robustified_cholesky Examples

Example #1

 def testSimpleIndefinite(self):
   matrix = [[1., 2.], [2., 1.]]
   left = self.evaluate(
       simple_robustified_cholesky(matrix, tol=.1))
   reconstruct = np.einsum('...ij,...kj->...ik', left, left)
   eigv, _ = self.evaluate(tf.linalg.eigh(reconstruct))
   self.assertAllTrue(eigv > 0.)

Example #2

 def testSimpleIsCholeskyRandomPD(self):
   matrix = self._randomSymmetricMatrix(10, [2, 1, 3], 1e-6, 10., seed=42)
   chol, left = self.evaluate(
       (tf.linalg.cholesky(matrix),
        simple_robustified_cholesky(matrix)))
   self.assertAllClose(chol, left)