public class GoldfeldQuandtTrotter extends DenseMatrix
Constructor and Description |
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GoldfeldQuandtTrotter(Matrix H,
double beta)
Constructs a symmetric, positive definite matrix using the Goldfeld-Quandt-Trotter algorithm.
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public GoldfeldQuandtTrotter(Matrix H, double beta)
H
- a non-positive definite matrixbeta
- a positive number.
The bigger beta is, the closer H^ is to I.
If beta == Double.POSITIVE_INFINITY
, then H^ = I.Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.