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Enforce symmetry on A

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99991 2024-10-09 08:42:07 +02:00
parent 307ce1cd7f
commit 907b783668
1 changed files with 4 additions and 3 deletions
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7
maths/cholesky_decomposition.py
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@ -43,7 +43,8 @@ def cholesky_decomposition(A: np.ndarray) -> np.ndarray:
True True
""" """
assert A.shape[0] == A.shape[1], f"A is not square, {A.shape=}" assert A.shape[0] == A.shape[1], f"Matrix A is not square, {A.shape=}"
assert np.allclose(A, A.T), "Matrix A must be symmetric"
n = A.shape[0] n = A.shape[0]
L = np.tril(A) L = np.tril(A)
@ -74,8 +75,8 @@ def solve_cholesky(L: np.ndarray, Y: np.ndarray) -> np.ndarray:
True True
""" """
assert L.shape[0] == L.shape[1], f"L is not square, {L.shape=}" assert L.shape[0] == L.shape[1], f"Matrix L is not square, {L.shape=}"
assert np.allclose(np.tril(L), L), "L is not lower triangular" assert np.allclose(np.tril(L), L), "Matrix L is not lower triangular"
# Handle vector case by reshaping to matrix and then flattening again # Handle vector case by reshaping to matrix and then flattening again
if len(Y.shape) == 1: if len(Y.shape) == 1: