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add positive definiteness check for Gaussian proposal #17

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lijun99 wants to merge 1 commit into AlTarFramework:master from lijun99:pr3-matrixcondition

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lijun99 commented Jul 25, 2019

Added two flags to COV.py

check_positive_definiteness = altar.properties.bool(default=True)
check_positive_definiteness.doc = 'whether to check the positive definiteness of Σ matrix and condition it accordingly'

min_eigenvalue_ratio = altar.properties.float(default=0.001)
min_eigenvalue_ratio.doc = 'the desired minimal eigenvalue of Σ matrix, as a ratio to the max eigenvalue'


          add positive definteness check for covariance matrix of the Gaussian …

a4fd9e6

…proposal

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