def alpha_max(emp_cov):
 A = np.copy(emp_cov)
 A.flat[::(A.shape[0] + 1)] = 0
 return np.max(np.abs(A))

def alpha_max ( emp_cov ) : A = np . copy ( emp_cov ) A . flat [ : : ( A . shape [ 0 ] + 1 ) ] = 0 return np . max ( np . abs ( A ) )
find the maximum alpha for which there are some non-zeros off-diagonal .