public class PositiveSemiDefiniteMatrixNonNegativeDiagonal extends PositiveDefiniteMatrixByPositiveDiagonal
Constructor and Description |
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PositiveSemiDefiniteMatrixNonNegativeDiagonal(Matrix A,
double epsilon)
Constructs a positive semi-definite matrix by forcing the negative diagonal entries in the
eigen decomposition to 0.
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public PositiveSemiDefiniteMatrixNonNegativeDiagonal(Matrix A, double epsilon)
A
- a matrixepsilon
- a precision parameter: when a number |x| ≤ ε, it is considered 0;
used in the eigen decomposition (don't make it 0)Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.