makePD2: Bending of Matrix A

In sknqualitasag/PositiveDefinit:

Description

The input matrix A is decomposed into its eigen-values and eigen-vectors, The negative eigen-values are projected into the range between zero and the smallest positive eigen-value.

Usage

makePD2(A)

Arguments

A	input matrix

Details

— title: Check and Transform to Insure Positive Definite of Matrix date: "'r Sys.Date()'" —

Value

Bended positive-definite matrix A

Examples

G<- matrix(c(100,80,20,6,80,50,10,2,20,10,6,1,6,2,1,1), ncol = 4, byrow=TRUE)
makePD2(G)

sknqualitasag/PositiveDefinit documentation built on Nov. 5, 2019, 9:20 a.m.