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use torch constraints to check if covariance is positive definite during mean resizing. #35693

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abuelnasr0
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What does this PR do?

this PR implements this solution #35075.
using torch constraints to check if the covariance is positive definite.

cc: @Rocketknight1

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@Rocketknight1 Rocketknight1 left a comment

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This looks good to me, yes! The old test was clearly broken because torch.is_complex() was not testing what we wanted it to test, but this is correct (and much more performant)

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There's a CI issue that I can't fix with a retrigger, though - can you push an empty commit, or make a change and then revert it, to trigger the CI again? After that the tests should be green and we can merge

@abuelnasr0 abuelnasr0 force-pushed the fix_covariance_psd_check branch 2 times, most recently from 04fa5bc to 2dff84e Compare January 16, 2025 15:18
@abuelnasr0 abuelnasr0 force-pushed the fix_covariance_psd_check branch from 2dff84e to 301f98c Compare January 16, 2025 16:11
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@ArthurZucker ArthurZucker left a comment

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Sounds good! 🤗

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