Find out if matrix is positive definite with numpy

I need to find out if matrix is positive definite. My matrix is numpy matrix. I was expecting to find any related method in numpy library, but no success. I appreciate any help.

Solution 1:

You can also check if all the eigenvalues of matrix are positive, if so the matrix is positive definite:

import numpy as np

def is_pos_def(x):
    return np.all(np.linalg.eigvals(x) > 0)

Solution 2:

You could try computing Cholesky decomposition (numpy.linalg.cholesky). This will raise LinAlgError if the matrix is not positive definite.

Find out if matrix is positive definite with numpy

Solution 1:

Solution 2:

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