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Add logger warning for non-PSD covariance matrix#3955

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Pyomo:mainfrom
slilonfe5:parmest-positive-definite-cov
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Add logger warning for non-PSD covariance matrix#3955
slilonfe5 wants to merge 1 commit into
Pyomo:mainfrom
slilonfe5:parmest-positive-definite-cov

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Fixes # .

Added a logging warning for the case when the computed covariance matrix is not positive semi-definite (PSD).

Summary/Motivation:

When a model is not structurally identifiable, the computed covariance matrix may not be PSD. This PR adds a warning message to the logging output when such a case is encountered.

Changes proposed in this PR:

  • Add an if statement that checks if the covariance matrix is PSD
  • Add a logging warning if the covariance matrix is not PSD

Legal Acknowledgement

By contributing to this software project, I have read the contribution guide and agree to the following terms and conditions for my contribution:

  1. I agree my contributions are submitted under the BSD license.
  2. I represent I am authorized to make the contributions and grant the license. If my employer has rights to intellectual property that includes these contributions, I represent that I have received permission to make contributions and grant the required license on behalf of that employer.

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