positive_definite_constraint.hpp File Reference
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Classes | |
| class | 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
Restricts a covariance matrix to being positive definite.
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 positive_definite_constraint.hpp.