pyeeg.utils.is_pos_def
- pyeeg.utils.is_pos_def(A)
Check if matrix is positive definite.
A matrix is positive definite if it is Hermitian and admits a Cholesky decomposition.
- Parameters:
A (ndarray) – Square matrix to check.
- Returns:
bool – True if
Ais positive definite, False otherwise.Ref (https://stackoverflow.com/a/44287862/5303618)