In [308]: A = np.array([[1,-2j],[2j,5]])

In [310]: B = np.array([[1, 2], [2, 4]])

In [311]: def test_matrices(*args):
     ...:     result = {'success': [], 'failure': []}
     ...:     for m in args:
     ...:         try:
     ...:             np.linalg.cholesky(m)
     ...:             result['success'].append(m)
     ...:         except np.linalg.LinAlgError:
     ...:             result['failure'].append(m)
     ...:     return result
     ...:

In [312]: test_matrices(A, B)
Out[312]:
{'success': [array([[ 1.+0.j, -0.-2.j],
         [ 0.+2.j,  5.+0.j]])],
 'failure': [array([[1, 2],
         [2, 4]])]}