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Find out if a matrix is positive definite with NumPy

How can I find out if a matrix is positive definite?

My matrix is a NumPy matrix. I was expecting to find any related method in the NumPy library, but I didn't have any success.

Solution

  • 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)