solvecov                 package:fpc                 R Documentation

_I_n_v_e_r_s_i_o_n _o_f (_p_o_s_s_i_b_l_y _s_i_n_g_u_l_a_r) _s_y_m_m_e_t_r_i_c _m_a_t_r_i_c_e_s

_D_e_s_c_r_i_p_t_i_o_n:

     Tries to invert a matrix by 'solve'. If this fails because of
     singularity, an eigenvector decomposition is computed, and
     eigenvalues below '1/cmax' are replaced by '1/cmax', i.e., 'cmax'
     will be the corresponding eigenvalue of the inverted matrix.

_U_s_a_g_e:

     solvecov(m, cmax = 1e+10)

_A_r_g_u_m_e_n_t_s:

       m: a numeric symmetric matrix.

    cmax: a positive value, see above.

_V_a_l_u_e:

     A list with the following components: 

     inv: the inverted matrix

    coll: 'TRUE' if 'solve' failed because of singularity.

_A_u_t_h_o_r(_s):

     Christian Hennig chrish@stats.ucl.ac.uk <URL:
     http://www.homepages.ucl.ac.uk/~ucakche/>

_S_e_e _A_l_s_o:

     'solve', 'eigen'

_E_x_a_m_p_l_e_s:

       x <- c(1,0,0,1,0,1,0,0,1)
       dim(x) <- c(3,3)
       solvecov(x)

