Package | Description |
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dev.nm.algebra.linear.matrix.doubles.operation.positivedefinite |
Class and Description |
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PositiveDefiniteMatrixByPositiveDiagonal
This class "converts" a matrix into a symmetric, positive definite matrix, if it is not already
so, by forcing the diagonal entries in the eigen decomposition to a small non-negative number,
e.g., 0.
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