solvecov | R Documentation |
Tries to invert a matrix by solve
. If this fails because of
singularity, an
eigenvector decomposition is computed, and eigenvalues below
1/cmax
are replaced by 1/cmax
, i.e., cmax
will be
the corresponding eigenvalue of the inverted matrix.
solvecov(m, cmax = 1e+10)
m |
a numeric symmetric matrix. |
cmax |
a positive value, see above. |
A list with the following components:
inv |
the inverted matrix |
coll |
|
Christian Hennig christian.hennig@unibo.it https://www.unibo.it/sitoweb/christian.hennig/en/
solve
, eigen
x <- c(1,0,0,1,0,1,0,0,1)
dim(x) <- c(3,3)
solvecov(x)
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