4.1.9.1.3. statsmodels.base._penalties.PSD

class statsmodels.base._penalties.PSD(wt)

A penalty that converges to +infinity as the argument matrix approaches the boundary of the domain of symmetric, positive definite matrices.

__init__(wt)

4.1.9.1.3.1. Methods

__init__(wt)
func(mat, mat_inv)
grad(mat, mat_inv)