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@ -589,7 +589,7 @@
</span><span id="L-486"><a href="#L-486"><span class="linenos">486</span></a> <span class="n">condn</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">linalg</span><span class="o">.</span><span class="n">cond</span><span class="p">(</span><span class="n">corr</span><span class="p">)</span>
</span><span id="L-487"><a href="#L-487"><span class="linenos">487</span></a> <span class="k">if</span> <span class="n">condn</span> <span class="o">&gt;</span> <span class="mf">0.1</span> <span class="o">/</span> <span class="n">np</span><span class="o">.</span><span class="n">finfo</span><span class="p">(</span><span class="nb">float</span><span class="p">)</span><span class="o">.</span><span class="n">eps</span><span class="p">:</span>
</span><span id="L-488"><a href="#L-488"><span class="linenos">488</span></a> <span class="k">raise</span> <span class="ne">Exception</span><span class="p">(</span><span class="sa">f</span><span class="s2">&quot;Cannot invert correlation matrix as its condition number exceeds machine precision (</span><span class="si">{</span><span class="n">condn</span><span class="si">:</span><span class="s2">1.2e</span><span class="si">}</span><span class="s2">)&quot;</span><span class="p">)</span>
</span><span id="L-489"><a href="#L-489"><span class="linenos">489</span></a> <span class="k">if</span> <span class="n">condn</span> <span class="o">&gt;</span> <span class="mi">1</span> <span class="o">/</span> <span class="n">np</span><span class="o">.</span><span class="n">sqrt</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">finfo</span><span class="p">(</span><span class="nb">float</span><span class="p">)</span><span class="o">.</span><span class="n">eps</span><span class="p">):</span>
</span><span id="L-489"><a href="#L-489"><span class="linenos">489</span></a> <span class="k">if</span> <span class="n">condn</span> <span class="o">&gt;</span> <span class="mf">1e13</span><span class="p">:</span>
</span><span id="L-490"><a href="#L-490"><span class="linenos">490</span></a> <span class="n">warnings</span><span class="o">.</span><span class="n">warn</span><span class="p">(</span><span class="s2">&quot;Correlation matrix may be ill-conditioned, condition number: {</span><span class="si">%1.2e</span><span class="s2">}&quot;</span> <span class="o">%</span> <span class="p">(</span><span class="n">condn</span><span class="p">),</span> <span class="ne">RuntimeWarning</span><span class="p">)</span>
</span><span id="L-491"><a href="#L-491"><span class="linenos">491</span></a> <span class="n">chol</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">linalg</span><span class="o">.</span><span class="n">cholesky</span><span class="p">(</span><span class="n">corr</span><span class="p">)</span>
</span><span id="L-492"><a href="#L-492"><span class="linenos">492</span></a> <span class="n">chol_inv</span> <span class="o">=</span> <span class="n">scipy</span><span class="o">.</span><span class="n">linalg</span><span class="o">.</span><span class="n">solve_triangular</span><span class="p">(</span><span class="n">chol</span><span class="p">,</span> <span class="n">covdiag</span><span class="p">,</span> <span class="n">lower</span><span class="o">=</span><span class="kc">True</span><span class="p">)</span>