Class | Description |
---|---|
GoldfeldQuandtTrotter |
Goldfeld, Quandt and Trotter propose the following way to coerce a non-positive definite Hessian
matrix to become symmetric, positive definite.
|
MatthewsDavies |
Matthews and Davies propose the following way to coerce a non-positive definite Hessian matrix to
become symmetric, positive definite.
|
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.
|
PositiveSemiDefiniteMatrixNonNegativeDiagonal |
This class "converts" a matrix into a symmetric, positive semi-definite matrix, if it is not
already so, by forcing the negative diagonal entries in the eigen decomposition to 0.
|
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