SpectralShift {scdensity} | R Documentation |
Performs the spectral shift on a matrix to make it numerically positive definite.
Description
Matrix L
is assumed to have eigenvalues that are either all positive, or very
close to zero. If any eigenvalues are less than less than threshold
, a positive
quantity is added to the diagonal.
Usage
SpectralShift(L, threshold = 1e-10)
Arguments
L |
A square numeric matrix. |
threshold |
The eigenvalue threshold. Default 1E-10. |
Value
The spectral-shifted matrix.
[Package scdensity version 1.0.3 Index]