Package org.apache.commons.math.linear

Examples of org.apache.commons.math.linear.NotPositiveDefiniteMatrixException


            // check diagonal element
            int ir = index[rank];
            if (c[ir][ir] < small) {

                if (rank == 0) {
                    throw new NotPositiveDefiniteMatrixException();
                }

                // check remaining diagonal elements
                for (int i = rank; i < order; ++i) {
                    if (c[index[i]][index[i]] < -small) {
                        // there is at least one sufficiently negative diagonal element,
                        // the covariance matrix is wrong
                        throw new NotPositiveDefiniteMatrixException();
                    }
                }

                // all remaining diagonal elements are close to zero,
                // we consider we have found the rank of the covariance matrix
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            // check diagonal element
            int ir = index[rank];
            if (c[ir][ir] < small) {

                if (rank == 0) {
                    throw new NotPositiveDefiniteMatrixException();
                }

                // check remaining diagonal elements
                for (int i = rank; i < order; ++i) {
                    if (c[index[i]][index[i]] < -small) {
                        // there is at least one sufficiently negative diagonal element,
                        // the covariance matrix is wrong
                        throw new NotPositiveDefiniteMatrixException();
                    }
                }

                // all remaining diagonal elements are close to zero,
                // we consider we have found the rank of the covariance matrix
View Full Code Here

            // check diagonal element
            int ir = index[rank];
            if (c[ir][ir] < small) {

                if (rank == 0) {
                    throw new NotPositiveDefiniteMatrixException();
                }

                // check remaining diagonal elements
                for (int i = rank; i < order; ++i) {
                    if (c[index[i]][index[i]] < -small) {
                        // there is at least one sufficiently negative diagonal element,
                        // the covariance matrix is wrong
                        throw new NotPositiveDefiniteMatrixException();
                    }
                }

                // all remaining diagonal elements are close to zero,
                // we consider we have found the rank of the covariance matrix
View Full Code Here

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