- #1
colstat
- 56
- 0
Suppose I have a matrix that looks like this
[,1] [,2]
[1,] 2.415212e-09 9.748863e-10
[2,] -2.415212e-09 5.029136e-10
How do I make it positive definite? I am not looking for specific numerical value answer, but a general approach to this problem.
I have heard singular value decomposition, or getting some eigenvalue? Is that correct?
[,1] [,2]
[1,] 2.415212e-09 9.748863e-10
[2,] -2.415212e-09 5.029136e-10
How do I make it positive definite? I am not looking for specific numerical value answer, but a general approach to this problem.
I have heard singular value decomposition, or getting some eigenvalue? Is that correct?