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modified TODO
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sth4nth committed Feb 13, 2016
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5 changes: 2 additions & 3 deletions TODO.txt
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TODO:
chapter12: sqaure root update for EM and VB for PCA and FA
chapter10: compute bound terms inside each factors
chapter10/12: prediction functions for VB
chapter10: compute bound terms inside each factors,
chapter07: update beta for sequential rvm
chapter13: constrained filter (like pcaEMc)
chapter12: constrained VB pca

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standardize help descrtiption: add input/output description
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10 changes: 10 additions & 0 deletions common/invpd.m
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function W = invpd(M)
% Compute A\B where A is a positive definite matrix
% A: a positive difinie matrix
% Written by Michael Chen ([email protected]).
[U,p] = chol(M);
if p > 0
error('ERROR: the matrix is not positive definite.');
end
V = inv(U);
W = V*V';

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