PSDMatrices.jl

Positive semi-definite matrix types in Julia
Author nathanaelbosch
Popularity
2 Stars
Updated Last
1 Year Ago
Started In
October 2020

PSDMatrices.jl

A Julia package for positive semi-definite matrices.

Stable Dev Build Status Coverage

Positive semi-definite matrices are widely used to describe covariance matrices in probabilistic models. For strictly positive definite matrices, PDMats.jl provides a powerful Julia interface, but in many algorithms and applications the covariances are not necessarily of full rank. /PSDMatrices.jl/ aims to fill this gap by providing a datatype for positive semi-definite matrices.

Installation

] add PSDMatrices

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