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:

covariance Covariance matrix.

Definition at line 41 of file positive_definite_constraint.hpp.

References mlpack::Log::Debug.

Author

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