utils.numpy_utils¶
Numpy functions that can be usefull.
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borch.utils.numpy_utils.
is_pos_definite
(mat)¶ Returns true when input is positive-definite, via Cholesky
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borch.utils.numpy_utils.
nearest_pos_def_mat
(A)¶ Find the nearest positive-definite matrix to input
A Python/Numpy port of John D’Errico’s nearestSPD MATLAB code [1], which credits [2].
[1] https://www.mathworks.com/matlabcentral/fileexchange/42885-nearestspd
[2] N.J. Higham, “Computing a nearest symmetric positive semidefinite matrix” (1988): https://doi.org/10.1016/0024-3795(88)90223-6