skfolio.utils.stats.is_cholesky_dec#
- skfolio.utils.stats.is_cholesky_dec(x)[source]#
Returns True if Cholesky decomposition can be computed. The matrix must be Hermitian (symmetric if real-valued) and positive-definite. No checking is performed to verify whether the matrix is Hermitian or not.
- Parameters:
- xndarray of shape (n, m)
The matrix.
- Returns:
- valuebool
True if Cholesky decomposition can be applied to the matrix, False otherwise.