[torch.distributions] Implement positive-semidefinite constraint (#71375)
Summary:
While implementing https://github.com/pytorch/pytorch/issues/70275, I thought that it will be useful if there is a `torch.distributions.constraints` to check the positive-semidefiniteness of matrix random variables.
This PR implements it with `torch.linalg.eigvalsh`, different from `torch.distributions.constraints.positive_definite` implemented with `torch.linalg.cholesky_ex`.
Currently, `torch.linalg.cholesky_ex` returns only the order of the leading minor that is not positive-definite in symmetric matrices and we can't check positive semi-definiteness by the mechanism.
cc neerajprad
Pull Request resolved: https://github.com/pytorch/pytorch/pull/71375
Reviewed By: H-Huang
Differential Revision: D33663990
Pulled By: neerajprad
fbshipit-source-id: 02cefbb595a1da5e54a239d4f17b33c619416518
(cherry picked from commit 43eaea5bd861714f234e9efc1a7fb571631298f4)
