docs: def check_pd(matrix):
      """ A symmetric matrix (M) is PD if it has a Cholesky decomposition, i.e.
      M = R.T dot R, where R is upper triangular with positive diagonal entries
      """
      try:
          np.linalg.cholesky(matrix)
          return True
      except np.linalg.LinAlgError:
          return False