eigenCpp: Eigen decomposition of a matrix in C++.

Description Usage Arguments Details

Description

Returns the eigenvalues and eigenvectors of a matrix X.

Usage

1

Arguments

X

A symmetric, positive-definite matrix

Details

A fast implementation of eigen for symmetric, positive-definite matrices. This helps speed up the I-prior EM algorithm.


iprior documentation built on May 2, 2019, 3:21 a.m.