pyriemann.utils.base.nearest_sym_pos_def¶
- pyriemann.utils.base.nearest_sym_pos_def(X, reg=1e-06)¶
Find the nearest SPD matrices.
A NumPy port of John D’Errico’s nearestSPD MATLAB code [1], which credits [2].
- Parameters
- Xndarray, shape (…, n, n)
Square matrices, at least 2D ndarray.
- regfloat
Regularization parameter.
- Returns
- Pndarray, shape (…, n, n)
Nearest SPD matrices.
Notes
New in version 0.4.
References
- 1
nearestSPD J. D’Errico, MATLAB Central File Exchange
- 2
Computing a nearest symmetric positive semidefinite matrix N.J. Higham, Linear Algebra and its Applications, vol 103, 1988