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 1e10. More...  
template < typename Archive >  
static void  serialize (Archive &, const unsigned int) 
Serialize the constraint (which holds nothing, so, nothing to do). More...  
Force a covariance matrix to be diagonal.
Definition at line 23 of file diagonal_constraint.hpp.

inlinestatic 
Force a covariance matrix to be diagonal.
Definition at line 27 of file diagonal_constraint.hpp.

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 1e10.
Definition at line 38 of file diagonal_constraint.hpp.

inlinestatic 
Serialize the constraint (which holds nothing, so, nothing to do).
Definition at line 47 of file diagonal_constraint.hpp.