is_positive_definite_matrix¶
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forest.benchmarking.operator_tools.validate_operator.
is_positive_definite_matrix
(matrix: numpy.ndarray, rtol: float = 1e-05, atol: float = 1e-08) → bool¶ Checks if a square Hermitian matrix A is positive definite, \(eig(A) > 0\).
In this numerical implementation we check if each eigenvalue obeys \(eig(A) > -|atol|\), the strict condition can be recovered by setting atol = 0.
Parameters: - matrix – a M by M Hermitian matrix.
- rtol – The relative tolerance parameter in np.allclose
- atol – The absolute tolerance parameter in np.allclose
Returns: True if the matrix is normal; False otherwise.