eigenmeth {QRM} | R Documentation |
Make Matrix Positive Definite
Description
The function adjusts a negative definite symmetric matrix to make it positive definite.
Usage
eigenmeth(mat, delta = 0.001)
Arguments
mat |
|
delta |
|
Details
See page 231 of QRM.
Value
a positive-definite matrix
[Package QRM version 0.4-31 Index]