mlpack
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Force a covariance matrix to be diagonal. More...
#include <diagonal_constraint.hpp>
Static Public Member Functions | |
static void | ApplyConstraint (arma::mat &covariance) |
Force a covariance matrix to be diagonal. | |
static void | ApplyConstraint (arma::vec &diagCovariance) |
Apply the diagonal constraint to the given diagonal covariance matrix (which is represented as a vector), and ensure each value on the diagonal is at least 1e-10. | |
template<typename Archive > | |
static void | serialize (Archive &, const uint32_t) |
Serialize the constraint (which holds nothing, so, nothing to do). | |
Force a covariance matrix to be diagonal.