[Scipy-tickets] [SciPy] #439: Constrain covariance matrices to be positive definite

SciPy scipy-tickets@scipy....
Tue Jun 5 03:23:10 CDT 2007


#439: Constrain covariance matrices to be positive definite
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 Reporter:  cdavid       |       Owner:  cdavid                                
     Type:  enhancement  |      Status:  new                                   
 Priority:  low          |   Milestone:  pymachine: cleaning existing toolboxes
Component:  pyem         |     Version:                                        
 Severity:  major        |    Keywords:                                        
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 Would it be possible to constrain covariance matrices to be positive
 definite ? I don't know if scipy provides a way to constrain a matrix to
 be a special form (toeplitz, triangular, etc...).

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Ticket URL: <http://projects.scipy.org/scipy/scipy/ticket/439>
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