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Classes | |
class | EigenvalueRatioConstraint |
Given a vector of eigenvalue ratios, ensure that the covariance matrix always has those eigenvalue ratios. More... | |
Namespaces | |
mlpack | |
Linear algebra utility functions, generally performed on matrices or vectors. | |
mlpack::gmm | |
Gaussian Mixture Models. | |
Constrain a covariance matrix to have a certain ratio of eigenvalues.
mlpack is free software; you may redistribute it and/or modify it under the terms of the 3-clause BSD license. You should have received a copy of the 3-clause BSD license along with mlpack. If not, see http://www.opensource.org/licenses/BSD-3-Clause for more information.
Definition in file eigenvalue_ratio_constraint.hpp.