Change MAT_SPD to mean Hermitian positive definite
For real-valued applications, this merge request does not change anything.
For complex-valued applications, it changes the semantics of MAT_SPD
: it now implies MAT_HERMITIAN
.
If a matrix satisfies v^* M v \in \mathbb{R}_{> 0} for every v \in \mathbb{C}^n, then it is Hermitian. This means that this change cannot break any user's mathematically well-formulated code: if they thought they had a matrix that was MAT_SPD
and not MAT_HERMITIAN
, they had an error.