diagonal_constraint.hpp

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#ifndef MLPACK_METHODS_GMM_DIAGONAL_CONSTRAINT_HPP
#define MLPACK_METHODS_GMM_DIAGONAL_CONSTRAINT_HPP

#include <mlpack/prereqs.hpp>

namespace mlpack {
namespace gmm {

class DiagonalConstraint
{
 public:
  static void ApplyConstraint(arma::mat& covariance)
  {
    // Save the diagonal only.
    covariance = arma::diagmat(arma::clamp(covariance.diag(), 1e-10, DBL_MAX));
  }

  static void ApplyConstraint(arma::vec& diagCovariance)
  {
    // Although the covariance is already diagonal, clamp it to ensure each
    // value is at least 1e-10.
    diagCovariance = arma::clamp(diagCovariance, 1e-10, DBL_MAX);
  }

  template<typename Archive>
  static void serialize(Archive& /* ar */, const uint32_t /* version */) { }
};

} // namespace gmm
} // namespace mlpack

#endif