---
title: "Covariance Matrix Validation"
method: POST
path: "/assets/covariance/matrix/validation"
tags: ["Assets / Covariance Matrix"]
---

# Covariance Matrix Validation

`POST /assets/covariance/matrix/validation`

Validate whether a matrix is a covariance matrix.

References
* [Wikipedia, Covariance Matrix](https://en.wikipedia.org/wiki/Covariance_matrix)

## Request body

- object
  - `assets` integer, required — The number of assets
  - `assetsCovarianceMatrix` array[], required — assetsCovarianceMatrix[i][j] is the covariance between the asset i and the asset j
    - number[]

## Response `200`

OK

- object
  - `message` 'valid covariance matrix' | 'invalid covariance matrix - non symmetric matrix' | 'invalid covariance matrix - non positive diagonal elements' | 'invalid covariance matrix - non positive semi-definite matrix', required — Indicates whether the matrix is a valid covariance matrix

---

[API](https://skmtc.net/portfoliooptimizer/apis/portfolio-optimizer.md) · [All operations](https://skmtc.net/portfoliooptimizer/apis/portfolio-optimizer/llms.txt) · [OpenAPI document](https://skmtc-service-staging.skmtc.workers.dev/v1/apis/portfoliooptimizer/portfolio-optimizer/revisions/dee9caba1913/schema)