Description Usage Arguments Value Author(s) References
Computes the nearest positive definite matrix of a real symmetric matrix
1 | make.posdef(matrix, tolerance = 1e-06)
|
matrix |
input matrix |
tolerance |
a constant |
A positive-definite matrix
Gaye A.
N.J. Higham, 1988 Computing a nearest symmetric
positive semidefinite matrix
, Linear Algebra Appl.
vol. 103, pp.103 118
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