MLPACK
1.0.7
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Given a covariance matrix, force the matrix to be positive definite. More...
Static Public Member Functions | |
static void | ApplyConstraint (arma::mat &covariance) |
Apply the positive definiteness constraint to the given covariance matrix. More... | |
Given a covariance matrix, force the matrix to be positive definite.
Definition at line 31 of file positive_definite_constraint.hpp.
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inlinestatic |
Apply the positive definiteness constraint to the given covariance matrix.
covariance | Covariance matrix. |
Definition at line 39 of file positive_definite_constraint.hpp.
References mlpack::Log::Debug.