Bending of Matrix A

Source: R/MakePD.R

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.

makePD2(A, pn_digits = NULL)

Arguments

A

input matrix
pn_digits

number of digits to be rounded to

Value

Bended positive-definite matrix A

Details

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

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)

#>            [,1]      [,2]      [,3]     [,4]
#> [1,] 103.615081 75.499246 18.377481 5.013141
#> [2,]  75.499246 55.603411 12.020026 3.228634
#> [3,]  18.377481 12.020026  6.728218 1.442922
#> [4,]   5.013141  3.228634  1.442922 1.269397