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positive-semi-definite

Here are 5 public repositories matching this topic...

lezcano / geotorch

Constrained optimization toolkit for PyTorch

pytorch constrained-optimization invertible-neural-networks positive-definite-matrices manifold-optimization low-rank positive-semi-definite orthogonality

Updated Mar 1, 2022
Python

adknudson / NearestCorrelationMatrix.jl

Compute the nearest correlation matrix using a pure Julia implementation

correlation matrix positive-semi-definite nearest-correlation-matrix

Updated Oct 18, 2024
Julia

ulf1 / scipy-psdm

transform an ill-conditioned quadratic matrix to a positive semidefinite matrix

random-numbers random-correlation-matrices positive-semi-definite

Updated Jul 16, 2024
Python

adamheins / wishart-confidence-intervals

Algorithms to compute the probability that a Wishart-distributed matrix lies within an interval.

wishart-distributions positive-semi-definite

Updated Jan 2, 2024
Python

reamstack / math-old

math from UCSB/Annapolis era

algebra analysis optimization polynomials algebraic-geometry convexity semi-algebraic positive-semi-definite

Updated Aug 24, 2023
TeX

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