dot-decomp_quad function

Compute a Matrix Decomposition.

Compute sgn, scale, M such that $P = sgn * scale * dot(M, t(M))$.

.decomp_quad(P, cond = NA, rcond = NA)

Arguments

• P: A real symmetric positive or negative (semi)definite input matrix
• cond: Cutoff for small eigenvalues. Singular values smaller than rcond * largest_eigenvalue are considered negligible.
• rcond: Cutoff for small eigenvalues. Singular values smaller than rcond * largest_eigenvalue are considered negligible.

Returns

A list consisting of induced matrix 2-norm of P and a rectangular matrix such that P = scale * (dot(M1, t(M1)) - dot(M2, t(M2)))