mlpack  1.0.12
Static Public Member Functions | List of all members
mlpack::gmm::PositiveDefiniteConstraint Class Reference

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...
 

Detailed Description

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

Definition at line 25 of file positive_definite_constraint.hpp.

Member Function Documentation

static void mlpack::gmm::PositiveDefiniteConstraint::ApplyConstraint ( arma::mat &  covariance)
inlinestatic

Apply the positive definiteness constraint to the given covariance matrix.

Parameters
covarianceCovariance matrix.

Definition at line 33 of file positive_definite_constraint.hpp.

References mlpack::Log::Debug.


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