Class PositiveSemiDefiniteMatrixNonNegativeDiagonal

    • Constructor Detail

      • PositiveSemiDefiniteMatrixNonNegativeDiagonal

        public PositiveSemiDefiniteMatrixNonNegativeDiagonal​(Matrix A,
                                                             double epsilon)
        Constructs a positive semi-definite matrix by forcing the negative diagonal entries in the eigen decomposition to 0.
        Parameters:
        A - a matrix
        epsilon - a precision parameter: when a number |x| ≤ ε, it is considered 0; used in the eigen decomposition (don't make it 0)