R/Inv.proj.matrix.sdp.R

Defines functions Inv.proj.matrix.sdp

Documented in Inv.proj.matrix.sdp

Inv.proj.matrix.sdp <- function(matrix) {
    
    mat.decomp                            <- eigen(matrix, symmetric = TRUE)
    valpp.mat                             <- mat.decomp$values
    valpp.mat[which(valpp.mat < 0.00001)] <- 0
    valpp.mat_inv                         <- sapply(valpp.mat, function(X) {ifelse(X == 0, 0, 1 / X)})
    
    if (length(valpp.mat_inv) == 1)
        valpp.mat_inv <- as.matrix(valpp.mat_inv)

    mat.decomp$vectors %*% (diag(valpp.mat_inv)) %*% t(mat.decomp$vectors)
}

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LDcorSV documentation built on Aug. 26, 2020, 9:06 a.m.