public class PositiveDefiniteMatrixByPositiveDiagonal extends DenseMatrix
Constructor and Description |
---|
PositiveDefiniteMatrixByPositiveDiagonal(Matrix A,
double epsilon,
double small)
Constructs a positive definite matrix by forcing the diagonal entries in the eigen
decomposition to a small non-negative number, e.g., 0.
|
public PositiveDefiniteMatrixByPositiveDiagonal(Matrix A, double epsilon, double small)
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)small
- the minimum value of the new diagonal entriesCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.