View source: R/matrix.posdef.R
| matrix.posdef | R Documentation |
Function to project a matrix in the space of positive definite matrices
matrix.posdef(A, verbose = TRUE, matrix.name = "Matrix", epsilon = 1e-07)
A |
Input matrix to project |
verbose |
Set to FALSE to not display any prints |
matrix.name |
This is just for internal prints |
epsilon |
This factor is added to the diagonal to avoid numerical issues with semi-definit matrices |
Positive definite matrix
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