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eigenvalues
2011 Feb 04
2
always about positive definite matrix
...here appropriate. Any apparent conflict is a
result of his superior knowledge.
2. 'eigen' returns the eigenvalue decomposition assuming the
matrix is symmetric, ignoring anything in m[upper.tri(m)].
3. The basic idea behind both posdefify and nearPD is to compute
the eigenenvalues and vectors, then replace any eigenvalues that are
small or negative with some suitable small positive number and
reconstruct the matrix from this modified eigenvalue decomposition.
posdefify and nearPD implement modifications of this basic idea.
4. I recommend in the summary you ment...