Relax check of positive definite constraint. (pyro-ppl#1784)

numpyro/distributions/constraints.py

@@ -603,7 +603,7 @@ class _PositiveDefinite(_SingletonConstraint):
     def __call__(self, x):
         jnp = np if isinstance(x, (np.ndarray, np.generic)) else jax.numpy
         # check for symmetric
-        symmetric = jnp.all(jnp.all(x == jnp.swapaxes(x, -2, -1), axis=-1), axis=-1)
+        symmetric = jnp.all(jnp.isclose(x, jnp.swapaxes(x, -2, -1)), axis=(-2, -1))
         # check for the smallest eigenvalue is positive
         positive = jnp.linalg.eigh(x)[0][..., 0] > 0
         return symmetric & positive