diff --git a/kwant/kpm.py b/kwant/kpm.py
index b5b1c355aa7a6488799b476a33aac5507bb5331f..4a24a9ad54032f4569268163469ba8d82f6f09c7 100644
--- a/kwant/kpm.py
+++ b/kwant/kpm.py
@@ -195,6 +195,9 @@ class SpectralDensity:
         # store this vector for reproducibility
         self._v0 = np.exp(2j * np.pi * rng.random_sample(hamiltonian.shape[0]))
 
+        if eps <= 0:
+            raise ValueError("'eps' must be positive")
+
         # Hamiltonian rescaled as in Eq. (24)
         self.hamiltonian, (self._a, self._b) = _rescale(hamiltonian,
                                                         eps=self.eps,
@@ -209,8 +212,6 @@ class SpectralDensity:
 
         if num_moments <= 0 or num_moments != int(num_moments):
                 raise ValueError("'num_moments' must be a positive integer")
-        if eps <= 0:
-            raise ValueError("'eps' must be positive")
 
         if vector_factory is None:
             self._vector_factory = _VectorFactory(