A homework problem? -- Bert On Wed, Jul 20, 2011 at 10:06 AM, B. Jonathan B. Jonathan <bkheijonat...@gmail.com> wrote: > Dear all, my question is not directly related to R, however I believe that > experts here would not mind anything to have a look on my problem. > > Please consider a symmetric matrix and it's eigen values: > >> set.seed(1) >> mat <- matrix(rnorm(36), 6) >> mat <- mat %*% t(mat) # symmetric matrix >> mat > [,1] [,2] [,3] [,4] [,5] [,6] > [1,] 3.920570 1.9339770 1.29012167 -1.4627174 -1.5655953 -1.82083435 > [2,] 1.933977 5.8501784 -1.70504980 0.7195951 1.4252209 -3.11543738 > [3,] 1.290122 -1.7050498 3.31434984 -0.6324029 0.1860666 -0.08234236 > [4,] -1.462717 0.7195951 -0.63240294 5.4179467 0.9003576 -3.61864495 > [5,] -1.565595 1.4252209 0.18606662 0.9003576 4.5248002 0.52702347 > [6,] -1.820834 -3.1154374 -0.08234236 -3.6186449 0.5270235 6.02038872 >> eigen(mat)$values > [1] 11.4213448 7.3302845 5.7033748 3.9863332 0.4827576 0.1241385 > > Here my goal is to find the "nearest matrix" of "mat" for which the minimum > eigen value is 0.20 (I would rather want to fix some arbitrary value). While > finding that nearest matrix, I would like to keep all other properties > (whatever are those) of my original matrix "mat" as unaltered as possible. > > Is there any algorithm to achieve that? > > Thanks for your help. > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. >
-- "Men by nature long to get on to the ultimate truths, and will often be impatient with elementary studies or fight shy of them. If it were possible to reach the ultimate truths without the elementary studies usually prefixed to them, these would not be preparatory studies but superfluous diversions." -- Maimonides (1135-1204) Bert Gunter Genentech Nonclinical Biostatistics ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
