NAME¶

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) [inline], [static]¶

Apply the positive definiteness constraint to the given covariance matrix. Parameters: Definition at line 41 of file positive_definite_constraint.hpp. References mlpack::Log::Debug.

Author¶

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