Create a certified PSD classification policy
Usage
psd_policy(
symmetry = psd_tolerance(),
positivity = psd_tolerance(rel = 64 * .Machine$double.eps),
rank = psd_tolerance(),
rhs = psd_tolerance(),
scale = "frobenius",
symmetry_repair = c("average", "reject"),
negative_repair = c("clip", "reject"),
structure_repair = c("canonicalize", "reject")
)Arguments
- symmetry
Scale-aware symmetry tolerance.
- positivity
Scale-aware negative-eigenvalue acceptance tolerance.
- rank
Scale-aware numerical-rank tolerance.
- rhs
Scale-aware strict-solve compatibility tolerance.
- scale
Matrix scale. Version 1.3 supports only
"frobenius".- symmetry_repair
Average an admitted asymmetric source, or reject it.
- negative_repair
Clip admitted negative eigenvalues, or reject them.
- structure_repair
Canonicalize an admitted structural defect, or reject it.