def load_diagonal(cov, load=None):
        """Return the given square matrix with a small amount added to the diagonal
        to make it positive semi-definite.
        """
        n, m = cov.shape
        assert n == m, "matrix must be square, but found shape {}".format((n, m))

        if load is None:
            load = np.sqrt(np.finfo(np.float64).eps) # machine epsilon
        return cov + np.eye(n) * load
def load_diagonal ( cov , load = None ) : n , m = cov . shape assert n == m , "matrix must be square, but found shape {}" . format ( ( n , m ) ) if load is None : load = np . sqrt ( np . finfo ( np . float64 ) . eps ) return cov + np . eye ( n ) * load
Return the given square matrix with a small amount added to the diagonal
        to make it positive semi-definite.