aspcore.matrices_jax.regularize_matrix_with_condition_number

aspcore.matrices_jax.regularize_matrix_with_condition_number(mat, max_cond=10000000000.0)

Adds a scaled identity matrix to the matrix in order to ensure a maximum condition number

Parameters:
  • mat (ndarray of shape (a, a)) – Matrix to be regularized

  • max_cond (float, optional) – maximum condition number allowed. Must be positive. The default is 1e10.

Returns:

mat_reg – Regularized matrix

Return type:

ndarray of shape (a, a)