prep_constraints: Prepare and validate constraint matrices

In genpca: Generalized Principal Component Analysis

Prepare and validate constraint matrices

Description

Coerces A/M (NULL, weight vector, diagonal, dense or sparse matrix) to Matrix objects and validates them: finite entries, symmetry within roundoff (see symmetrize_or_stop()), and positive semi-definiteness within tol relative to the scale of the matrix. The requested remedy is applied to a metric that fails the PSD check (or has negative eigenvalues within tolerance when explicit clipping is requested), and every repair emits a warning of class genpca_metric_repaired carrying the repair_metric() report; valid PSD metrics, singular ones included, pass through under every remedy. Explicit clipping removes even negative eigenvalues within the validation tolerance. Asymmetric input is an error under every remedy.

Usage

prep_constraints(
  X,
  A,
  M,
  tol = .metric_rtol_default(),
  remedy = c("error", "ridge", "clip", "identity"),
  verbose = FALSE
)

Arguments

X	data matrix (only its dimensions are used)
A, M	column/row constraints
tol	relative PSD tolerance (default sqrt(.Machine$double.eps))
remedy	what to do with an indefinite metric
verbose	emit a message when a metric is replaced by the identity

Value

list with elements A and M

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