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 A is positive definite, False otherwise.

  • Ref (https://stackoverflow.com/a/44287862/5303618)