On Jul 20, 2011, at 11:17 PM, B. Jonathan B. Jonathan wrote:
It is not any homework problem. I just need some pointer. Given that
I think
I would be able to carry forward.
Then what kind of problem _is_ it? You say:
"nearest matrix" ... using what measure for distance or similarity?
"... keep all other properties (whatever are those) of my original
matrix "mat" as unaltered as possible."
... this really does leave your question looking ... what would
be kind? ... perhaps the word "nebulous" would be apt? How are we
supposed to make choices for you in the absence of any goals?
--
David
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.
David Winsemius, MD
West Hartford, CT
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