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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.
1.8.13