R/ginverse_sym.R

Defines functions ginverse_sym

Documented in ginverse_sym

## File Name: ginverse_sym.R
## File Version: 0.08


#--- code from Eugene Demidenko: book mixed effects models
ginverse_sym <- function(A, eps=1E-8)
{
    # generalized inverse of a symmetric matrix A
    PV <- eigen(A, symmetric=TRUE)
    V0 <- IV <- PV$values
    av0 <- abs(V0)
    IV[ av0 > eps] <- 1/V0[ av0 > eps]
    IV[ av0 <=eps] <- 0
    Ainv <- PV$vectors %*% ( IV*( t(PV$vectors) ) )
    return(Ainv)
}
alexanderrobitzsch/sirt documentation built on March 18, 2024, 1:29 p.m.