R/positive.svd.R

In ARTIVA: Time-Varying DBN Inference with the ARTIVA (Auto Regressive TIme VArying) Model

Defines functions positive.svd

Documented in positive.svd

positive.svd <-
function(m, tol)
{
  s = svd(m)
  
  if( missing(tol) ) 
      tol = max(dim(m))*max(s$d)*.Machine$double.eps
  Positive = s$d > tol

  return(list(
      d=s$d[Positive],
      u=s$u[, Positive, drop=FALSE],
      v=s$v[, Positive, drop=FALSE]
      ))
}

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