Package dev.nm.algebra.linear.matrix.doubles.operation.positivedefinite

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