[mlpack-git] master: ensure random covariance is positive definite (09e3013)
gitdub at big.cc.gt.atl.ga.us
gitdub at big.cc.gt.atl.ga.us
Mon Jan 26 15:26:46 EST 2015
Repository : https://github.com/mlpack/mlpack
On branch : master
Link : https://github.com/mlpack/mlpack/compare/71a9f87ab29175554507f1592e564063f0452743...9b55e5e4a300972d01cf1cf2802df8bf392a1fd1
>---------------------------------------------------------------
commit 09e3013749107eca952774beb1881529a1df37ed
Author: Stephen Tu <stephent at berkeley.edu>
Date: Tue Jan 20 17:16:49 2015 -0800
ensure random covariance is positive definite
>---------------------------------------------------------------
09e3013749107eca952774beb1881529a1df37ed
src/mlpack/tests/gmm_test.cpp | 2 ++
1 file changed, 2 insertions(+)
diff --git a/src/mlpack/tests/gmm_test.cpp b/src/mlpack/tests/gmm_test.cpp
index d00a50e..a83d5e9 100644
--- a/src/mlpack/tests/gmm_test.cpp
+++ b/src/mlpack/tests/gmm_test.cpp
@@ -493,6 +493,8 @@ BOOST_AUTO_TEST_CASE(GMMLoadSaveTest)
arma::mat covariance = arma::randu<arma::mat>(
gmm.Component(i).Covariance().n_rows,
gmm.Component(i).Covariance().n_cols);
+ covariance *= covariance.t();
+ covariance += arma::eye<arma::mat>(covariance.n_rows, covariance.n_cols);
gmm.Component(i).Covariance(std::move(covariance));
}
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