pdSymm
|
general positive-definite matrix, with no additional
structure
|
pdDiag
|
diagonal
|
pdIdent
|
multiple of an identity
|
pdCompSymm
|
compound symmetry structure (constant diagonal and
constant off-diagonal elements)
|
pdBlocked
|
block-diagonal matrix, with diagonal blocks of any
"atomic" pdMat class
|
pdNatural
|
general positive-definite matrix in natural
parametrization (i.e. parametrized in terms of standard deviations
and correlations). The underlying coefficients are not unrestricted,
so this class should NOT be used for optimization.
|