SpectralShift: Performs the spectral shift on a matrix to make it...
In scdensity: Shape-Constrained Kernel Density Estimation
View source: R/helper_functions.R
SpectralShift R Documentation
Performs the spectral shift on a matrix to make it numerically positive definite.
Description
Matrix L is assumed to have eigenvalues that are either all positive, or very
close to zero. If any eigenvalues are less than less than threshold, a positive
quantity is added to the diagonal.
Usage
SpectralShift(L, threshold = 1e-10)
Arguments
L
A square numeric matrix.
threshold
The eigenvalue threshold. Default 1E-10.
Value
The spectral-shifted matrix.
scdensity documentation built on Sept. 12, 2024, 7:35 a.m.
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View source: R/helper_functions.R
| SpectralShift | R Documentation |
Performs the spectral shift on a matrix to make it numerically positive definite.
Description
Matrix L is assumed to have eigenvalues that are either all positive, or very
close to zero. If any eigenvalues are less than less than threshold, a positive
quantity is added to the diagonal.
Usage
SpectralShift(L, threshold = 1e-10)
Arguments
L |
A square numeric matrix. |
threshold |
The eigenvalue threshold. Default 1E-10. |
Value
The spectral-shifted matrix.
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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