It is not any homework problem. I just need some pointer. Given that I think I would be able to carry forward.
Thanks, On Thu, Jul 21, 2011 at 4:52 AM, Bert Gunter <gunter.ber...@gene.com> wrote: > 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 > [[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.
