eigenvalue_ratio_constraint.hpp File Reference
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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.
 

Detailed Description

Author
Ryan Curtin

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.