Given a vector of eigenvalue ratios, ensure that the covariance matrix always has those eigenvalue ratios. More...

Public Member Functions
	EigenvalueRatioConstraint (const arma::vec &ratios)
	Create the EigenvalueRatioConstraint object with the given vector of eigenvalue ratios. More...

void	ApplyConstraint (arma::mat &covariance) const
	Apply the eigenvalue ratio constraint to the given covariance matrix. More...

void	ApplyConstraint (arma::vec &diagCovariance) const
	Apply the eigenvalue ratio constraint to the given diagonal covariance matrix (represented as a vector). More...

template < typename Archive >
void	serialize (Archive &ar, const uint32_t)
	Serialize the constraint. More...

Detailed Description

Given a vector of eigenvalue ratios, ensure that the covariance matrix always has those eigenvalue ratios.

When you create this object, make sure that the vector of ratios that you pass does not go out of scope, because this object holds a reference to that vector instead of copying it. (This doesn't apply if you are deserializing the object from a file.)

Definition at line 27 of file eigenvalue_ratio_constraint.hpp.

Constructor & Destructor Documentation

◆ EigenvalueRatioConstraint()

EigenvalueRatioConstraint ( const arma::vec & ratios )

inline

Create the EigenvalueRatioConstraint object with the given vector of eigenvalue ratios.

These ratios are with respect to the first eigenvalue, which is the largest eigenvalue, so the first element of the vector should be 1. In addition, all other elements should be less than or equal to 1.

Definition at line 36 of file eigenvalue_ratio_constraint.hpp.

References Log::Fatal, and Log::Warn.