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8 changes: 8 additions & 0 deletions src/pyrecest/numerics.py
Original file line number Diff line number Diff line change
Expand Up @@ -67,6 +67,9 @@ def nearest_symmetric_psd(matrix, *, min_eigenvalue: float = 0.0):
should not silently replace validation in algorithms where invalid covariance
matrices indicate a modeling error.
"""
if not np.isfinite(min_eigenvalue) or min_eigenvalue < 0.0:
raise ValueError("min_eigenvalue must be finite and nonnegative.")

arr = _to_numpy_array(matrix)
if arr.ndim != 2 or arr.shape[0] != arr.shape[1]:
raise ShapeError(f"Expected a square matrix, got shape {arr.shape}.")
Expand All @@ -84,6 +87,11 @@ def jittered_cholesky(matrix, *, initial_jitter: float = 1e-12, max_attempts: in
jitter. It raises :class:`NumericalStabilityError` if no factorization is
found within ``max_attempts``.
"""
if not np.isfinite(initial_jitter) or initial_jitter <= 0.0:
raise ValueError("initial_jitter must be finite and positive.")
if not isinstance(max_attempts, (int, np.integer)) or max_attempts < 0:
raise ValueError("max_attempts must be a nonnegative integer.")

arr = _to_numpy_array(matrix)
if arr.ndim != 2 or arr.shape[0] != arr.shape[1]:
raise ShapeError(f"Expected a square matrix, got shape {arr.shape}.")
Expand Down
22 changes: 21 additions & 1 deletion tests/test_numerics.py
Original file line number Diff line number Diff line change
Expand Up @@ -21,13 +21,33 @@ def test_symmetrize_matrix_and_psd_projection():
assert is_positive_semidefinite(repaired)


def test_nearest_symmetric_psd_rejects_invalid_min_eigenvalue():
matrix = np.eye(2)

for min_eigenvalue in (-1.0, np.nan, np.inf):
with pytest.raises(ValueError, match="min_eigenvalue"):
nearest_symmetric_psd(matrix, min_eigenvalue=min_eigenvalue)


def test_jittered_cholesky_reports_jitter():
matrix = np.array([[1.0, 0.0], [0.0, 0.0]])
factor, jitter = jittered_cholesky(matrix)
assert np.asarray(factor).shape == (2, 2)
assert jitter > 0.0


def test_jittered_cholesky_rejects_invalid_retry_controls():
matrix = np.eye(2)

for initial_jitter in (0.0, -1e-12, np.nan, np.inf):
with pytest.raises(ValueError, match="initial_jitter"):
jittered_cholesky(matrix, initial_jitter=initial_jitter)

for max_attempts in (-1, 1.5):
with pytest.raises(ValueError, match="max_attempts"):
jittered_cholesky(matrix, max_attempts=max_attempts)


def test_assert_covariance_matrix_rejects_non_psd():
with pytest.raises(NumericalStabilityError):
assert_covariance_matrix(np.array([[1.0, 0.0], [0.0, -1.0]]))
assert_covariance_matrix(np.array([[1.0, 0.0], [0.0, -1.0]]))
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