rags2ridges (version 1.1)

symm: Symmetrize matrix

Description

Function that symmetrizes matrices.

Usage

symm(M)

Arguments

M

(In numeric ideality symmetric) square matrix.

Value

• A symmetric matrix.

Details

Large objects that are symmetric sometimes fail to be recognized as such by R due to rounding under machine precision. This function symmetrizes for computational purposes matrices that are symmetric in numeric ideality.

Examples

## Obtain some (high-dimensional) data
p = 25
n = 10
set.seed(333)
X = matrix(rnorm(n*p), nrow = n, ncol = p)
colnames(X)[1:25] = letters[1:25]
Cx <- cov(X)

## Obtain regularized precision under optimal penalty
OPT <- optPenaltyCV(X, 15, 30, 20, output = "light")

## Check symmetry
## OPT$optPrec is symmetric by definition
## But is not recognized as such due to rounding peculiarities
isSymmetric(OPT$optPrec)

## Symmetrize
symm(OPT$optPrec)