my.positive.definite.solve: my.positive.definite.solve
In pendensity: Density Estimation with a Penalized Mixture Approach
Description
Usage
Arguments
Details
Value
Author(s)
Description
Reverses a quadratic positive definite matrix.
Usage
1
my.positive.definite.solve(A, eps = 1e-15)
Arguments
A
quadratic positive definite matrix
eps
level of the lowest eigenvalue to consider
Details
The program makes an eigenvalue decomposition of the positive definite matrix A and searches all eigenvalues greater than eps. The value of return is the inverse matrix of A, constructed with the matrix product of the corresponding eigenvalues and eigenvectors.
Value
The return is the inverse matrix of A.
Author(s)
Christian Schellhase <cschellhase@wiwi.uni-bielefeld.de>
pendensity documentation built on May 2, 2019, 3:58 a.m.
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Description Usage Arguments Details Value Author(s)
Description
Reverses a quadratic positive definite matrix.
Usage
1 | my.positive.definite.solve(A, eps = 1e-15)
|
Arguments
A |
quadratic positive definite matrix |
eps |
level of the lowest eigenvalue to consider |
Details
The program makes an eigenvalue decomposition of the positive definite matrix A and searches all eigenvalues greater than eps. The value of return is the inverse matrix of A, constructed with the matrix product of the corresponding eigenvalues and eigenvectors.
Value
The return is the inverse matrix of A.
Author(s)
Christian Schellhase <cschellhase@wiwi.uni-bielefeld.de>
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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