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svrep
get_nearest_psd_matrix
get_nearest_psd_matrix function
Approximates a symmetric, real matrix by the nearest positive semidefinite matrix.
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svrep package
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Maintainer: Ben Schneider
License: GPL (>= 3)
Last published: 2024-04-26
Useful links
https://github.com/bschneidr/svrep/issues
https://bschneidr.github.io/svrep/
https://github.com/bschneidr/svrep