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Positivity check in PDiagMat and ScalMat constructors? #22

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dmbates opened this issue Apr 13, 2015 · 1 comment
Open

Positivity check in PDiagMat and ScalMat constructors? #22

dmbates opened this issue Apr 13, 2015 · 1 comment

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@dmbates
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dmbates commented Apr 13, 2015

At present there is no check for positivity of the arguments that will be on the diagonal of a PDiagMat or ScalMat. Probably a good idea to check that.

julia> using PDMats

julia> ScalMat(4,-1.5)
ScalMat(4,-1.5,-0.6666666666666666)

julia> PDiagMat([-1.,2.,-3.,4.])
PDiagMat(4,[-1.0,2.0,-3.0,4.0],[-1.0,0.5,-0.333333,0.25])
@andreasnoack
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I think we need this. In particular now that we've also defined isposdef in #123.

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