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#Com.numericalmethod.suanshu.algebra.linear.matrix.doubles.operation.positivedefinite Classes and Interfaces - 4 results found.
Name | Description | Type | Package | Framework |
GoldfeldQuandtTrotter | Goldfeld, Quandt and Trotter propose the following way to coerce a non-positive definite Hessian matrix to become symmetric, positive definite. | Class | com.numericalmethod.suanshu.algebra.linear.matrix.doubles.operation.positivedefinite | SuanShu |
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MatthewsDavies | Matthews and Davies propose the following way to coerce a non-positive definite Hessian matrix to become symmetric, positive definite. | Class | com.numericalmethod.suanshu.algebra.linear.matrix.doubles.operation.positivedefinite | SuanShu |
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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 non-negative number, | Class | com.numericalmethod.suanshu.algebra.linear.matrix.doubles.operation.positivedefinite | SuanShu |
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PositiveSemiDefiniteMatrixNonNegativeDiagonal | This class "converts" a matrix into a symmetric, positive semi-definite matrix, if it is not already so, by forcing the negative diagonal entries in the eigen decomposition to 0. | Class | com.numericalmethod.suanshu.algebra.linear.matrix.doubles.operation.positivedefinite | SuanShu |