nearestSPD: Finds closest symmetric positive definite matrix
In Mufabo/ICASSP20.T6.R: ICASSP20.T6.R
Description
Usage
Arguments
Value
Examples
Description
Finds closest symmetric positive definite matrix
Usage
1
nearestSPD(A)
Arguments
A
matrix
Value
Ahat closest SPD matrix to A
Examples
1
2
m <- matrix(c(1,2,3,4,5,6,7,8,9),3,3,byrow = TRUE)
nearestSPD(m)
Mufabo/ICASSP20.T6.R documentation built on May 30, 2021, 11:20 a.m.
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Description Usage Arguments Value Examples
Description
Finds closest symmetric positive definite matrix
Usage
1 | nearestSPD(A)
|
Arguments
A |
matrix |
Value
Ahat closest SPD matrix to A
Examples
1 2 | m <- matrix(c(1,2,3,4,5,6,7,8,9),3,3,byrow = TRUE)
nearestSPD(m)
|
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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