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- #ifndef _Eigen_and_SSCP_h_
- #define _Eigen_and_SSCP_h_
- /* Eigen_and_SSCP.h
- *
- * Copyright (C) 1993-2004, 2015 David Weenink
- *
- * This code is free software; you can redistribute it and/or modify
- * it under the terms of the GNU General Public License as published by
- * the Free Software Foundation; either version 2 of the License, or (at
- * your option) any later version.
- *
- * This code is distributed in the hope that it will be useful, but
- * WITHOUT ANY WARRANTY; without even the implied warranty of
- * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
- * General Public License for more details.
- *
- * You should have received a copy of the GNU General Public License
- * along with this work. If not, see <http://www.gnu.org/licenses/>.
- */
- /*
- djmw 20020327 Initial version
- djmw 20040219 GPL header
- */
- #include "Eigen.h"
- #include "SSCP.h"
- autoSSCP Eigen_SSCP_project (Eigen me, SSCP thee);
- autoCovariance Eigen_Covariance_project (Eigen me, Covariance thee);
- /*
- Purpose: project the SSCP (thee) on the eigenspace (me): S' = E' S E
- Returns SSCP-object with square matrix dimension 'my numberOfEigenvalues'
- */
- #endif /* _Eigen_and_SSCP_h_ */
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