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scalanlp / breeze

Breeze is/was a numerical processing library for Scala.
https://www.scalanlp.org
Apache License 2.0
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WIP -- added placeholder file for the nearPD function #800

Open ewalsh opened 3 years ago

ewalsh commented 3 years ago

Adding a function to find the nearest positive definite matrix via the Higham (2002) algorithm.