action portfoliooptimizer_post_assets_covariance_matrix_validation {
  label: "Covariance Matrix Validation"
  description: "Validate whether a matrix is a covariance matrix.\n\nReferences\n* [Wikipedia, Covariance Matrix](https://en.wikipedia.org/wiki/Covariance_matrix)\n"
  provider: portfoliooptimizer
  method: POST
  path: "/assets/covariance/matrix/validation"
  encoding: json
  input: {
    type: "object"
    required: ["assets", "assetsCovarianceMatrix"]
    properties: {
      assets: {
        type: "integer"
        description: "The number of assets"
      }
      assetsCovarianceMatrix: {
        type: "array"
        description: "assetsCovarianceMatrix[i][j] is the covariance between the asset i and the asset j"
        items: {
          type: "array"
          items: {
            type: "number"
          }
        }
      }
    }
  }
  output: {
    type: "object"
    required: ["message"]
    properties: {
      message: {
        type: "string"
        description: "Indicates whether the matrix is a valid covariance matrix"
        enum: ["valid covariance matrix", "invalid covariance matrix - non symmetric matrix", "invalid covariance matrix - non positive diagonal elements", "invalid covariance matrix - non positive semi-definite matrix"]
      }
    }
  }
}