mlpack_gmm_PositiveDefiniteConstraint (3)

Given a covariance matrix, force the matrix to be positive definite.

  1. Carta.tech
  2. Man Pages
  3. Library calls
  4. mlpack_gmm_PositiveDefiniteConstraint: Given a covariance matrix, force the matrix to be positive definite.
  1. Carta.tech
  2. Packages
  3. mlpack-doc
  4. mlpack_gmm_PositiveDefiniteConstraint: Given a covariance matrix, force the matrix to be positive definite.

SYNOPSIS

Static Public Member Functions

static void ApplyConstraint (arma::mat &covariance)

Apply the positive definiteness constraint to the given covariance matrix.

Detailed Description

Given a covariance matrix, force the matrix to be positive definite.

Definition at line 33 of file positive_definite_constraint.hpp.

Member Function Documentation

static void mlpack::gmm::PositiveDefiniteConstraint::ApplyConstraint (arma::mat &covariance)\fC [inline]\fP, \fC [static]\fP

Apply the positive definiteness constraint to the given covariance matrix.

Parameters:

covariance Covariance matrix.

Definition at line 41 of file positive_definite_constraint.hpp.

References mlpack::Log::Debug.

Author

Generated automatically by Doxygen for MLPACK from the source code.