[NumPy-Tickets] [NumPy] #1223: numpy.random.multivariate_normal accepts indefinite covariance matrices

NumPy Trac numpy-tickets@scipy....
Tue Jun 29 18:06:08 CDT 2010


#1223: numpy.random.multivariate_normal accepts indefinite covariance matrices
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 Reporter:  zero79                                     |       Owner:  somebody
     Type:  defect                                     |      Status:  new     
 Priority:  normal                                     |   Milestone:          
Component:  numpy.random                               |     Version:          
 Keywords:  multivariate normal covariance indefinite  |  
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Comment(by vincentdavis):

 I agree with this. (including adding the keyword)
 "However, a better alternative, IMO, is to add code that checks for
 PSDness and raises a warning if it's detected - that should be the default
 behavior, but we can add a keyword parameter which allows the user to by-
 pass that check if they want to. "

-- 
Ticket URL: <http://projects.scipy.org/numpy/ticket/1223#comment:4>
NumPy <http://projects.scipy.org/numpy>
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