ProjDD {ddpca} | R Documentation |
Projection onto the Diagonally Dominant Cone
Description
Given a matrix C, this function outputs the projection of C onto the cones of diagonally domimant matrices.
Usage
ProjDD(C)
Arguments
C |
A |
Details
This function projects the input matrix of size
onto the cones of diagonally domimant matrices defined as
The algorithm is described in Mendoza, M., Raydan, M. and Tarazaga, P., 1998. Computing the nearest diagonally dominant matrix.
Value
A diagonally dominant matrix
Author(s)
Fan Yang <fyang1@uchicago.edu>
References
Mendoza, M., Raydan, M. and Tarazaga, P., 1998. Computing the nearest diagonally dominant matrix. Numerical linear algebra with applications, 5(6), pp.461-474.
Ke, Z., Xue, L. and Yang, F., 2019. Diagonally Dominant Principal Component Analysis. Journal of Computational and Graphic Statistics, under review.
See Also
Examples
ProjDD(matrix(runif(100),nrow=10))
[Package ddpca version 1.1 Index]