Adjust network matrix to be positive semi-definite
Adjust network matrix to be positive semi-definite
## S4 method for signature 'matrix' make_psd(x, eps = sqrt(.Machine$double.eps))
x |
A |
eps |
A |
For a matrix N, the closest positive semi-definite matrix is
calculated as N* = rho*N + (1+rho)*I, where I is the identity matrix
and rho = 1/(1 - lambda) with lambda the smallest eigenvalue of N.
For more details check the references.
The matrix x, if it is positive definite and the closest
positive semi-definite matrix if x is not positive semi-definite.
Juliane Manitz, Saskia Freytag, Stefanie Friedrichs
Freytag S, Manitz J, Schlather M, Kneib T, Amos CI, Risch A, Chang-Claude J, Heinrich J, Bickeboeller H: A network-based kernel machine test for the identification of risk pathways in genome-wide association studies. Hum Hered. 2013, 76(2):64-75.
set.seed(2345) m <- matrix(data=sample(size=25, c(0,0,1), replace=TRUE),5,5) m <- m + t(m) min(eigen(m, only.values = TRUE, symmetric = TRUE)$values) round(make_psd(m),2)
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