Class LambdaMethod

    • Constructor Detail

      • LambdaMethod

        public LambdaMethod()
    • Method Detail

      • discreteSearch

        protected void discreteSearch()
        Find the best solutions to the Integer Least Square problem.
        Specified by:
        discreteSearch in class AbstractLambdaMethod
      • inverseDecomposition

        protected void inverseDecomposition()
        Inverse the decomposition.

        This method transforms the Lᵀ.D.L = Q decomposition of covariance into the L⁻¹.D⁻¹.L⁻ᵀ = Q⁻¹ decomposition of the inverse of covariance.

        Specified by:
        inverseDecomposition in class AbstractLambdaMethod