matrix.py 文件源码

def _getAplus(A):
    '''
    Please see the documentation for nearPDHigham
    '''
    eigval, eigvec = np.linalg.eig(A)
    Q = np.matrix(eigvec)
    xdiag = np.matrix(np.diag(np.maximum(eigval, 0)))
    return Q*xdiag*Q.T