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MoBPS (version 1.13.1)

matrix.posdef: Projection positive definite

Description

Function to project a matrix in the space of positive definite matrices

Usage

matrix.posdef(A, verbose = TRUE, matrix.name = "Matrix", epsilon = 1e-07)

Value

Positive definite matrix

Arguments

A

Input matrix to project

verbose

Set to FALSE to not display any prints

matrix.name

This is just for internal prints

epsilon

This factor is added to the diagonal to avoid numerical issues with semi-definit matrices