Skip to main content

assert_positive_definite

Function assert_positive_definite 

Source
pub fn assert_positive_definite<F>(
    matrix: &ArrayView2<'_, F>,
    name: &str,
) -> CoreResult<()>
where F: Float + Display + Debug,
Expand description

Assert that a 2-D symmetric matrix is positive definite.

Uses attempted Cholesky decomposition (pure Rust, no BLAS) to check.