talk

experiments/talk/minVariance1.py

@@ -0,0 +1,10 @@
+from time import sleep
+import timeit
+def f():
+    sleep(1)
+
+
+if __name__ == '__main__':
+    execution_time = timeit.timeit(f, number=5)
+    print(f"{execution_time:.6f} seconds")
+

experiments/talk/minVariance2.py

@@ -0,0 +1,15 @@
+import numpy as np
+import cvxpy as cp
+
+if __name__ == '__main__':
+    n = 200
+    C = np.random.rand(n,n)
+    A = C @ C.T
+
+    #print(A)
+    result = np.linalg.eigh(A)
+    assert np.all(result.eigenvalues > 0)
+
+    L = np.linalg.cholesky(A)
+
+    x = cp.Variable(n)

pyproject.toml

@@ -14,9 +14,10 @@ cvxpy = "*"
 fire = "*"
 
 [tool.poetry.group.test.dependencies]
-pytest = "7.4.2"
-pytest-cov = "4.1.0"
+pytest = "*"
+pytest-cov = "*"
 mock = "*"
+pre-commit = "*"
 
 [tool.poetry.group.dev.dependencies]
 pandas = "*"
@@ -29,7 +30,7 @@ cvxsimulator = ">=0.7.3"
 cvxbson= "*"
 
 [build-system]
-requires = ["poetry>=1.6.0"]
+requires = ["poetry>=1.3.0"]
 build-backend = "poetry.core.masonry.api"
 
 # Relevant documentation: