lezcano / geotorch Star 710 Code Issues Pull requests Constrained optimization toolkit for PyTorch pytorch constrained-optimization invertible-neural-networks positive-definite-matrices manifold-optimization low-rank positive-semi-definite orthogonality Updated Jun 7, 2026 Python
adknudson / NearestCorrelationMatrix.jl Star 9 Code Issues Pull requests Compute the nearest correlation matrix using a pure Julia implementation correlation matrix positive-semi-definite nearest-correlation-matrix Updated Sep 3, 2026 Julia
ulf1 / scipy-psdm Sponsor Star 2 Code Issues Pull requests transform an ill-conditioned quadratic matrix to a positive semidefinite matrix random-numbers random-correlation-matrices positive-semi-definite Updated Oct 1, 2025 Python
adamheins / wishart-confidence-intervals Star 1 Code Issues Pull requests Algorithms to compute the probability that a Wishart-distributed matrix lies within an interval. wishart-distributions positive-semi-definite Updated Jan 2, 2024 Python
reamstack / math-old Star 0 Code Issues Pull requests math from UCSB/Annapolis era algebra analysis optimization polynomials algebraic-geometry convexity semi-algebraic positive-semi-definite Updated Aug 24, 2023 TeX
benediktfesl / CplxPSDMatrix Star 0 Code Issues Pull requests This repository provides a function for generating a random complex-valued Hermitian positive semi-definite matrix. signal-processing random covariance-matrix random-matrix positive-semi-definite Updated Mar 1, 2025 Python