Method
NumCosmoMathMatrixnearPD
Declaration [src]
gint
ncm_matrix_nearPD (
NcmMatrix* cm,
gchar UL,
gboolean cholesky_decomp,
const guint maxiter
)
Description [src]
Assuming that cm is a symmetric matrix with data on UL
side, computes the nearest positive definite matrix
in the Frobenius norm. See [Higham (2002)][XHigham2002].
The iterations stop when the Cholesky decomposition is valid.