Class GoldfeldQuandtTrotter

    • Constructor Detail

      • GoldfeldQuandtTrotter

        public GoldfeldQuandtTrotter​(Matrix H,
                                     double beta)
        Constructs a symmetric, positive definite matrix using the Goldfeld-Quandt-Trotter algorithm.
        Parameters:
        H - a non-positive definite matrix
        beta - a positive number. The bigger beta is, the closer H^ is to I. If beta == Double.POSITIVE_INFINITY, then H^ = I.