def check_posdef(A, atol = 1.0e-9, rtol = 1.0e-9):
"""
Checks positive definiteness of a matrix via Cholesky.
Args:
:A:
| ndarray
:atol:
| float, optional
| The absolute tolerance parameter (see Notes of numpy.allclose())
:rtol:
| float, optional
| The relative tolerance parameter (see Notes of numpy.allclose())
Returns:
:returns:
| Bool
| True: the array is positive-definite within the given tolerance
"""
try:
R = np.linalg.cholesky(A)
if np.allclose(A, np.dot(R,R.T), atol = atol,rtol = rtol):
return True
else:
return False
except np.linalg.LinAlgError:
return False
def check_symmetric(A, atol = 1.0e-9, rtol = 1.0e-9):
"""
Check if A is symmetric.
Args:
:A:
| ndarray
:atol:
| float, optional
| The absolute tolerance parameter (see Notes of numpy.allclose())
:rtol:
| float, optional
| The relative tolerance parameter (see Notes of numpy.allclose())
Returns:
:returns:
| Bool
| True: the array is symmetric within the given tolerance
"""
return np.allclose(A, A.T, atol = atol, rtol = rtol)