clip_psd: Clip a symmetric matrix to the PSD cone

In genpca: Generalized Principal Component Analysis

Clip a symmetric matrix to the PSD cone

Description

Spectral clip: eigen-decompose and set negative eigenvalues to zero. Unlike ensure_spd() (a diagonal ridge shift), this preserves the non-negative part of the spectrum exactly. The output has no negative eigenvalue beyond reconstruction roundoff: the only fast path is an exact (unshifted) Cholesky success, which proves positive definiteness. Requires a dense eigendecomposition, so large sparse matrices are refused.

Usage

clip_psd(M, tol = NULL, dense_maxn = 2000L, name = "M")

Arguments

M	numeric matrix or Matrix::Matrix
tol	unused; kept for call compatibility
dense_maxn	refuse sparse input larger than this (clip densifies)
name	label used in error messages

Value

a symmetric Matrix, PSD

genpca documentation built on Sept. 17, 2026, 1:09 a.m.