MLPACK  1.0.10
Classes | Namespaces
positive_definite_constraint.hpp File Reference
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Classes

class  mlpack::gmm::PositiveDefiniteConstraint
 Given a covariance matrix, force the matrix to be positive definite. More...
 

Namespaces

 mlpack
 Linear algebra utility functions, generally performed on matrices or vectors.
 
 mlpack::gmm
 Gaussian Mixture Models.
 

Detailed Description

Author
Ryan Curtin

Restricts a covariance matrix to being positive definite.

This file is part of MLPACK 1.0.10.

MLPACK is free software: you can redistribute it and/or modify it under the terms of the GNU Lesser General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.

MLPACK is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License for more details (LICENSE.txt).

You should have received a copy of the GNU General Public License along with MLPACK. If not, see http://www.gnu.org/licenses/.

Definition in file positive_definite_constraint.hpp.