[mlpack-git] master: ensure random covariance is positive definite (71107d9)

[gitdub at big.cc.gt.atl.ga.us]

Repository : https://github.com/mlpack/mlpack

On branch  : master
Link       : https://github.com/mlpack/mlpack/compare/904762495c039e345beba14c1142fd719b3bd50e...f94823c800ad6f7266995c700b1b630d5ffdcf40

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commit 71107d9ed88c29de959c727744c7bf640f57fd39
Author: Stephen Tu <stephent at berkeley.edu>
Date:   Tue Jan 20 17:16:49 2015 -0800

    ensure random covariance is positive definite


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71107d9ed88c29de959c727744c7bf640f57fd39
 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));
   }