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SuanShu, a Java numerical and statistical library | |||||||
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| Class Summary | |
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| GoldfeldQuandtTrotter | Goldfeld, Quandt and Trotter propose the following way to coerce a non-positive definite Hessian matrix to become positive definite. |
| MatthewsDavies | Matthews and Davies propose the following way to coerce a non-positive definite Hessian matrix to become positive definite. |
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SuanShu, a Java numerical and statistical library | |||||||
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