mlpack::gmm::PositiveDefiniteConstraint Class Reference

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

List of all members.

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 31 of file positive_definite_constraint.hpp.


Member Function Documentation

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

Apply the positive definiteness constraint to the given covariance matrix.

Parameters:
covariance Covariance matrix.

Definition at line 39 of file positive_definite_constraint.hpp.

References mlpack::Log::Debug.


The documentation for this class was generated from the following file:

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