| Class | Description |
|---|---|
| CholeskyWang2006 |
Cholesky decomposition works only for a positive definite matrix.
|
| GoldfeldQuandtTrotter |
Goldfeld, Quandt and Trotter propose the following way
to coerce a non-positive definite Hessian matrix to become symmetric, positive definite.
|
| MatthewsDavies |
Matthews and Davies propose the following way
to coerce a non-positive 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 non-negative number, e.g., 0.
|
| 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.
|