ensure_spd: Ensure SPD (sparse-friendly)

In genpca: Generalized Principal Component Analysis

Ensure SPD (sparse-friendly)

Description

Force a symmetric matrix to be symmetric positive definite: the result satisfies is_pd(., rtol = tol). Already-PD input is returned unchanged; otherwise a Gershgorin-based diagonal shift is applied, with a Matrix::nearPD() fallback for small dense matrices and an escalating jitter as a last resort.

Usage

ensure_spd(M, tol = 1e-06, nearpd_maxn = 2000L, name = "M")

Arguments

M	numeric matrix or Matrix::Matrix
tol	relative positive-definiteness margin (default 1e-6)
nearpd_maxn	only use nearPD when n <= nearpd_maxn and matrix is dense
name	label used in error messages

Value

a Matrix object (sparse stays sparse when possible)

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