make.posdef: Turns a matrix into a positive definite one

Description Usage Arguments Value Author(s) References

Description

Computes the nearest positive definite matrix of a real symmetric matrix

Usage

1
make.posdef(matrix, tolerance = 1e-06)

Arguments

matrix

input matrix

tolerance

a constant

Value

A positive-definite matrix

Author(s)

Gaye A.

References

N.J. Higham, 1988 Computing a nearest symmetric positive semidefinite matrix, Linear Algebra Appl. vol. 103, pp.103 118


agaye/ESPRESSO.LD documentation built on May 10, 2019, 7:31 a.m.