DiagonalConstraint Class Reference

Force a covariance matrix to be diagonal. More...

Static Public Member Functions

static void ApplyConstraint (arma::mat &covariance)
 Force a covariance matrix to be diagonal. More...

 
static void ApplyConstraint (arma::vec &diagCovariance)
 Apply the diagonal constraint to the given diagonal covariance matrix (which is represented as a vector), and ensure each value on the diagonal is at least 1e-10. More...

 
template
<
typename
Archive
>
static void serialize (Archive &, const unsigned int)
 Serialize the constraint (which holds nothing, so, nothing to do). More...

 

Detailed Description

Force a covariance matrix to be diagonal.

Definition at line 23 of file diagonal_constraint.hpp.

Member Function Documentation

◆ ApplyConstraint() [1/2]

static void ApplyConstraint ( arma::mat &  covariance)
inlinestatic

Force a covariance matrix to be diagonal.

Definition at line 27 of file diagonal_constraint.hpp.

◆ ApplyConstraint() [2/2]

static void ApplyConstraint ( arma::vec &  diagCovariance)
inlinestatic

Apply the diagonal constraint to the given diagonal covariance matrix (which is represented as a vector), and ensure each value on the diagonal is at least 1e-10.

Definition at line 38 of file diagonal_constraint.hpp.

◆ serialize()

static void serialize ( Archive &  ,
const unsigned  int 
)
inlinestatic

Serialize the constraint (which holds nothing, so, nothing to do).

Definition at line 47 of file diagonal_constraint.hpp.


The documentation for this class was generated from the following file: