truncatedInverseSqrt.hh File Reference

Utility for truncating square roots of symmetric positive-semidefinite matrices. More...

#include "npstat/nm/Matrix.hh"

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Namespaces
	npstat

Functions
double	npstat::truncatedInverseSqrt (const Matrix< lapack_double > &covmat, unsigned nEigenvectorsToKeep, double eigenvaluePrecision, Matrix< lapack_double > *result, unsigned *numEigenvaluesAdjusted=0, EigenMethod m=EIGEN_SIMPLE)

Detailed Description

Utility for truncating square roots of symmetric positive-semidefinite matrices.

Author: I. Volobouev

July 2018