我用模拟模型计算了许多42x42协方差矩阵，并用read.table将其读取到R。 在R中，我必须计算这些协方差矩阵的根。 问题：有时在R中出现负特征值，这不应该是（因为它是协方差矩阵）
解释我发现：非常小的值容易受到浮点错误的影响 one of Eigenvalues of covariance matrix is negative in R
但即使我使用nearPD估计最近的正半正定矩阵，它对我的所有矩阵都不可靠。 有时我得到“警告信息： 在nearPD（nearPD_not_working，keepDiag = TRUE，maxit = 1e + 05）： 'nearPD（）'没有在100000次迭代中收敛“或者在我的结果中（矩阵的根）只是NaN。
有没有办法阻止R产生浮点错误？
将来我可能不只是42x42矩阵，而是更大的矩阵。 我需要一个适用于我所有矩阵的解决方案，而不仅仅是在播放了nearPD的迭代次数之后。
#example data
require(Matrix)
require(matrixcalc)
###3 nearPD without errors, but NaN results
root_not_working <-
structure(c(2.2e-05, -0.000307, -0.00069, 8e-06, -0.000223, 4e-05,
-0.000111, 2.8e-05, -0.000278, 3.5e-05, -0.00023, -0.000463,
-3e-06, 2.5e-05, -0.000218, -1.5e-05, 5.6e-05, -0.000327, 5.1e-05,
-0.00023, -0.00012, 5e-06, -3.2e-05, -0.000246, 5e-05, 1.3e-05,
2.5e-05, -0.000359, 4e-05, -0.000249, 4.6e-05, -7.2e-05, -0.000226,
-0.000198, -0.00027, -0.000346, -0.000241, 3.7e-05, 4.2e-05,
-0.000333, -7.4e-05, 2e-06, -0.000307, 0.004229, 0.009503, -0.000111,
0.003066, -0.000556, 0.001532, -0.000385, 0.003832, -0.000485,
0.003169, 0.00638, 3.7e-05, -0.000348, 0.003005, 0.000206, -0.000775,
0.004507, -0.000699, 0.003164, 0.00165, -6.6e-05, 0.00044, 0.003392,
-0.000695, -0.000174, -0.000348, 0.004944, -0.000549, 0.003429,
-0.000627, 0.000997, 0.003105, 0.002719, 0.003721, 0.004759,
0.003317, -0.000515, -0.000581, 0.004589, 0.001022, -2.7e-05,
-0.00069, 0.009503, 0.021356, -0.000249, 0.006891, -0.001249,
0.003442, -0.000866, 0.008611, -0.001089, 0.007121, 0.014338,
8.4e-05, -0.000783, 0.006753, 0.000462, -0.001742, 0.010128,
-0.001571, 0.00711, 0.003707, -0.000147, 0.000989, 0.007623,
-0.001562, -0.00039, -0.000782, 0.01111, -0.001234, 0.007706,
-0.001408, 0.002242, 0.006979, 0.006111, 0.008363, 0.010695,
0.007454, -0.001157, -0.001305, 0.010313, 0.002297, -6e-05, 8e-06,
-0.000111, -0.000249, 3e-06, -8e-05, 1.5e-05, -4e-05, 1e-05,
-1e-04, 1.3e-05, -8.3e-05, -0.000167, -1e-06, 9e-06, -7.9e-05,
-5e-06, 2e-05, -0.000118, 1.8e-05, -8.3e-05, -4.3e-05, 2e-06,
-1.2e-05, -8.9e-05, 1.8e-05, 5e-06, 9e-06, -0.000129, 1.4e-05,
-9e-05, 1.6e-05, -2.6e-05, -8.1e-05, -7.1e-05, -9.7e-05, -0.000125,
-8.7e-05, 1.3e-05, 1.5e-05, -0.00012, -2.7e-05, 1e-06, -0.000223,
0.003066, 0.006891, -8e-05, 0.002223, -0.000403, 0.001111, -0.000279,
0.002778, -0.000352, 0.002298, 0.004626, 2.7e-05, -0.000253,
0.002179, 0.000149, -0.000562, 0.003268, -0.000507, 0.002294,
0.001196, -4.8e-05, 0.000319, 0.00246, -0.000504, -0.000126,
-0.000252, 0.003585, -0.000398, 0.002487, -0.000454, 0.000723,
0.002252, 0.001972, 0.002698, 0.003451, 0.002405, -0.000373,
-0.000421, 0.003328, 0.000741, -1.9e-05, 4e-05, -0.000556, -0.001249,
1.5e-05, -0.000403, 7.3e-05, -0.000201, 5.1e-05, -0.000504, 6.4e-05,
-0.000416, -0.000839, -5e-06, 4.6e-05, -0.000395, -2.7e-05, 0.000102,
-0.000592, 9.2e-05, -0.000416, -0.000217, 9e-06, -5.8e-05, -0.000446,
9.1e-05, 2.3e-05, 4.6e-05, -0.00065, 7.2e-05, -0.000451, 8.2e-05,
-0.000131, -0.000408, -0.000357, -0.000489, -0.000625, -0.000436,
6.8e-05, 7.6e-05, -0.000603, -0.000134, 4e-06, -0.000111, 0.001532,
0.003442, -4e-05, 0.001111, -0.000201, 0.000555, -0.00014, 0.001388,
-0.000176, 0.001148, 0.002311, 1.4e-05, -0.000126, 0.001088,
7.4e-05, -0.000281, 0.001632, -0.000253, 0.001146, 0.000597,
-2.4e-05, 0.000159, 0.001228, -0.000252, -6.3e-05, -0.000126,
0.001791, -0.000199, 0.001242, -0.000227, 0.000361, 0.001125,
0.000985, 0.001348, 0.001724, 0.001201, -0.000187, -0.00021,
0.001662, 0.00037, -1e-05, 2.8e-05, -0.000385, -0.000866, 1e-05,
-0.000279, 5.1e-05, -0.00014, 3.5e-05, -0.000349, 4.4e-05, -0.000289,
-0.000581, -3e-06, 3.2e-05, -0.000274, -1.9e-05, 7.1e-05, -0.000411,
6.4e-05, -0.000288, -0.00015, 6e-06, -4e-05, -0.000309, 6.3e-05,
1.6e-05, 3.2e-05, -0.000451, 5e-05, -0.000313, 5.7e-05, -9.1e-05,
-0.000283, -0.000248, -0.000339, -0.000434, -0.000302, 4.7e-05,
5.3e-05, -0.000418, -9.3e-05, 2e-06, -0.000278, 0.003832, 0.008611,
-1e-04, 0.002778, -0.000504, 0.001388, -0.000349, 0.003472, -0.000439,
0.002871, 0.005781, 3.4e-05, -0.000316, 0.002723, 0.000186, -0.000703,
0.004084, -0.000634, 0.002867, 0.001495, -5.9e-05, 0.000399,
0.003074, -0.00063, -0.000157, -0.000315, 0.00448, -0.000498,
0.003107, -0.000568, 0.000904, 0.002814, 0.002464, 0.003372,
0.004312, 0.003006, -0.000467, -0.000526, 0.004158, 0.000926,
-2.4e-05, 3.5e-05, -0.000485, -0.001089, 1.3e-05, -0.000352,
6.4e-05, -0.000176, 4.4e-05, -0.000439, 5.6e-05, -0.000363, -0.000731,
-4e-06, 4e-05, -0.000345, -2.4e-05, 8.9e-05, -0.000517, 8e-05,
-0.000363, -0.000189, 8e-06, -5e-05, -0.000389, 8e-05, 2e-05,
4e-05, -0.000567, 6.3e-05, -0.000393, 7.2e-05, -0.000114, -0.000356,
-0.000312, -0.000427, -0.000546, -0.00038, 5.9e-05, 6.7e-05,
-0.000526, -0.000117, 3e-06, -0.00023, 0.003169, 0.007121, -8.3e-05,
0.002298, -0.000416, 0.001148, -0.000289, 0.002871, -0.000363,
0.002375, 0.004781, 2.8e-05, -0.000261, 0.002252, 0.000154, -0.000581,
0.003377, -0.000524, 0.002371, 0.001236, -4.9e-05, 0.00033, 0.002542,
-0.000521, -0.00013, -0.000261, 0.003705, -0.000412, 0.00257,
-0.00047, 0.000747, 0.002327, 0.002038, 0.002789, 0.003566, 0.002486,
-0.000386, -0.000435, 0.003439, 0.000766, -2e-05, -0.000463,
0.00638, 0.014338, -0.000167, 0.004626, -0.000839, 0.002311,
-0.000581, 0.005781, -0.000731, 0.004781, 0.009626, 5.6e-05,
-0.000525, 0.004534, 0.00031, -0.00117, 0.006799, -0.001055,
0.004774, 0.002489, -9.9e-05, 0.000664, 0.005118, -0.001049,
-0.000262, -0.000525, 0.007459, -0.000829, 0.005174, -0.000945,
0.001505, 0.004685, 0.004103, 0.005615, 0.00718, 0.005005, -0.000777,
-0.000876, 0.006924, 0.001542, -4e-05, -3e-06, 3.7e-05, 8.4e-05,
-1e-06, 2.7e-05, -5e-06, 1.4e-05, -3e-06, 3.4e-05, -4e-06, 2.8e-05,
5.6e-05, 0, -3e-06, 2.7e-05, 2e-06, -7e-06, 4e-05, -6e-06, 2.8e-05,
1.5e-05, -1e-06, 4e-06, 3e-05, -6e-06, -2e-06, -3e-06, 4.4e-05,
-5e-06, 3e-05, -6e-06, 9e-06, 2.7e-05, 2.4e-05, 3.3e-05, 4.2e-05,
2.9e-05, -5e-06, -5e-06, 4e-05, 9e-06, 0, 2.5e-05, -0.000348,
-0.000783, 9e-06, -0.000253, 4.6e-05, -0.000126, 3.2e-05, -0.000316,
4e-05, -0.000261, -0.000525, -3e-06, 2.9e-05, -0.000247, -1.7e-05,
6.4e-05, -0.000371, 5.8e-05, -0.000261, -0.000136, 5e-06, -3.6e-05,
-0.000279, 5.7e-05, 1.4e-05, 2.9e-05, -0.000407, 4.5e-05, -0.000282,
5.2e-05, -8.2e-05, -0.000256, -0.000224, -0.000306, -0.000392,
-0.000273, 4.2e-05, 4.8e-05, -0.000378, -8.4e-05, 2e-06, -0.000218,
0.003005, 0.006753, -7.9e-05, 0.002179, -0.000395, 0.001088,
-0.000274, 0.002723, -0.000345, 0.002252, 0.004534, 2.7e-05,
-0.000247, 0.002135, 0.000146, -0.000551, 0.003203, -0.000497,
0.002248, 0.001172, -4.7e-05, 0.000313, 0.00241, -0.000494, -0.000123,
-0.000247, 0.003513, -0.00039, 0.002437, -0.000445, 0.000709,
0.002207, 0.001932, 0.002644, 0.003382, 0.002357, -0.000366,
-0.000413, 0.003261, 0.000726, -1.9e-05, -1.5e-05, 0.000206,
0.000462, -5e-06, 0.000149, -2.7e-05, 7.4e-05, -1.9e-05, 0.000186,
-2.4e-05, 0.000154, 0.00031, 2e-06, -1.7e-05, 0.000146, 1e-05,
-3.8e-05, 0.000219, -3.4e-05, 0.000154, 8e-05, -3e-06, 2.1e-05,
0.000165, -3.4e-05, -8e-06, -1.7e-05, 0.00024, -2.7e-05, 0.000167,
-3e-05, 4.8e-05, 0.000151, 0.000132, 0.000181, 0.000231, 0.000161,
-2.5e-05, -2.8e-05, 0.000223, 5e-05, -1e-06, 5.6e-05, -0.000775,
-0.001742, 2e-05, -0.000562, 0.000102, -0.000281, 7.1e-05, -0.000703,
8.9e-05, -0.000581, -0.00117, -7e-06, 6.4e-05, -0.000551, -3.8e-05,
0.000142, -0.000826, 0.000128, -0.00058, -0.000302, 1.2e-05,
-8.1e-05, -0.000622, 0.000127, 3.2e-05, 6.4e-05, -0.000906, 0.000101,
-0.000629, 0.000115, -0.000183, -0.000569, -0.000499, -0.000682,
-0.000873, -0.000608, 9.4e-05, 0.000106, -0.000841, -0.000187,
5e-06, -0.000327, 0.004507, 0.010128, -0.000118, 0.003268, -0.000592,
0.001632, -0.000411, 0.004084, -0.000517, 0.003377, 0.006799,
4e-05, -0.000371, 0.003203, 0.000219, -0.000826, 0.004803, -0.000745,
0.003372, 0.001758, -7e-05, 0.000469, 0.003615, -0.000741, -0.000185,
-0.000371, 0.005269, -0.000585, 0.003655, -0.000668, 0.001063,
0.00331, 0.002898, 0.003966, 0.005072, 0.003535, -0.000549, -0.000619,
0.004891, 0.001089, -2.9e-05, 5.1e-05, -0.000699, -0.001571,
1.8e-05, -0.000507, 9.2e-05, -0.000253, 6.4e-05, -0.000634, 8e-05,
-0.000524, -0.001055, -6e-06, 5.8e-05, -0.000497, -3.4e-05, 0.000128,
-0.000745, 0.000116, -0.000523, -0.000273, 1.1e-05, -7.3e-05,
-0.000561, 0.000115, 2.9e-05, 5.8e-05, -0.000817, 9.1e-05, -0.000567,
0.000104, -0.000165, -0.000513, -0.00045, -0.000615, -0.000787,
-0.000548, 8.5e-05, 9.6e-05, -0.000759, -0.000169, 4e-06, -0.00023,
0.003164, 0.00711, -8.3e-05, 0.002294, -0.000416, 0.001146, -0.000288,
0.002867, -0.000363, 0.002371, 0.004774, 2.8e-05, -0.000261,
0.002248, 0.000154, -0.00058, 0.003372, -0.000523, 0.002367,
0.001234, -4.9e-05, 0.000329, 0.002538, -0.00052, -0.00013, -0.00026,
0.003699, -0.000411, 0.002566, -0.000469, 0.000746, 0.002324,
0.002035, 0.002784, 0.003561, 0.002482, -0.000385, -0.000434,
0.003434, 0.000765, -2e-05, -0.00012, 0.00165, 0.003707, -4.3e-05,
0.001196, -0.000217, 0.000597, -0.00015, 0.001495, -0.000189,
0.001236, 0.002489, 1.5e-05, -0.000136, 0.001172, 8e-05, -0.000302,
0.001758, -0.000273, 0.001234, 0.000644, -2.6e-05, 0.000172,
0.001323, -0.000271, -6.8e-05, -0.000136, 0.001929, -0.000214,
0.001338, -0.000244, 0.000389, 0.001211, 0.001061, 0.001452,
0.001857, 0.001294, -0.000201, -0.000226, 0.00179, 0.000399,
-1e-05, 5e-06, -6.6e-05, -0.000147, 2e-06, -4.8e-05, 9e-06, -2.4e-05,
6e-06, -5.9e-05, 8e-06, -4.9e-05, -9.9e-05, -1e-06, 5e-06, -4.7e-05,
-3e-06, 1.2e-05, -7e-05, 1.1e-05, -4.9e-05, -2.6e-05, 1e-06,
-7e-06, -5.3e-05, 1.1e-05, 3e-06, 5e-06, -7.7e-05, 9e-06, -5.3e-05,
1e-05, -1.5e-05, -4.8e-05, -4.2e-05, -5.8e-05, -7.4e-05, -5.1e-05,
8e-06, 9e-06, -7.1e-05, -1.6e-05, 0, -3.2e-05, 0.00044, 0.000989,
-1.2e-05, 0.000319, -5.8e-05, 0.000159, -4e-05, 0.000399, -5e-05,
0.00033, 0.000664, 4e-06, -3.6e-05, 0.000313, 2.1e-05, -8.1e-05,
0.000469, -7.3e-05, 0.000329, 0.000172, -7e-06, 4.6e-05, 0.000353,
-7.2e-05, -1.8e-05, -3.6e-05, 0.000515, -5.7e-05, 0.000357, -6.5e-05,
0.000104, 0.000323, 0.000283, 0.000387, 0.000495, 0.000345, -5.4e-05,
-6e-05, 0.000478, 0.000106, -3e-06, -0.000246, 0.003392, 0.007623,
-8.9e-05, 0.00246, -0.000446, 0.001228, -0.000309, 0.003074,
-0.000389, 0.002542, 0.005118, 3e-05, -0.000279, 0.00241, 0.000165,
-0.000622, 0.003615, -0.000561, 0.002538, 0.001323, -5.3e-05,
0.000353, 0.002721, -0.000557, -0.000139, -0.000279, 0.003966,
-0.000441, 0.002751, -0.000503, 8e-04, 0.002491, 0.002181, 0.002985,
0.003817, 0.002661, -0.000413, -0.000466, 0.003681, 0.00082,
-2.2e-05, 5e-05, -0.000695, -0.001562, 1.8e-05, -0.000504, 9.1e-05,
-0.000252, 6.3e-05, -0.00063, 8e-05, -0.000521, -0.001049, -6e-06,
5.7e-05, -0.000494, -3.4e-05, 0.000127, -0.000741, 0.000115,
-0.00052, -0.000271, 1.1e-05, -7.2e-05, -0.000557, 0.000114,
2.9e-05, 5.7e-05, -0.000813, 9e-05, -0.000564, 0.000103, -0.000164,
-0.00051, -0.000447, -0.000612, -0.000782, -0.000545, 8.5e-05,
9.5e-05, -0.000754, -0.000168, 4e-06, 1.3e-05, -0.000174, -0.00039,
5e-06, -0.000126, 2.3e-05, -6.3e-05, 1.6e-05, -0.000157, 2e-05,
-0.00013, -0.000262, -2e-06, 1.4e-05, -0.000123, -8e-06, 3.2e-05,
-0.000185, 2.9e-05, -0.00013, -6.8e-05, 3e-06, -1.8e-05, -0.000139,
2.9e-05, 7e-06, 1.4e-05, -0.000203, 2.3e-05, -0.000141, 2.6e-05,
-4.1e-05, -0.000128, -0.000112, -0.000153, -0.000196, -0.000136,
2.1e-05, 2.4e-05, -0.000189, -4.2e-05, 1e-06, 2.5e-05, -0.000348,
-0.000782, 9e-06, -0.000252, 4.6e-05, -0.000126, 3.2e-05, -0.000315,
4e-05, -0.000261, -0.000525, -3e-06, 2.9e-05, -0.000247, -1.7e-05,
6.4e-05, -0.000371, 5.8e-05, -0.00026, -0.000136, 5e-06, -3.6e-05,
-0.000279, 5.7e-05, 1.4e-05, 2.9e-05, -0.000407, 4.5e-05, -0.000282,
5.2e-05, -8.2e-05, -0.000256, -0.000224, -0.000306, -0.000392,
-0.000273, 4.2e-05, 4.8e-05, -0.000378, -8.4e-05, 2e-06, -0.000359,
0.004944, 0.01111, -0.000129, 0.003585, -0.00065, 0.001791, -0.000451,
0.00448, -0.000567, 0.003705, 0.007459, 4.4e-05, -0.000407, 0.003513,
0.00024, -0.000906, 0.005269, -0.000817, 0.003699, 0.001929,
-7.7e-05, 0.000515, 0.003966, -0.000813, -0.000203, -0.000407,
0.00578, -0.000642, 0.004009, -0.000733, 0.001166, 0.003631,
0.003179, 0.004351, 0.005564, 0.003878, -0.000602, -0.000679,
0.005365, 0.001195, -3.1e-05, 4e-05, -0.000549, -0.001234, 1.4e-05,
-0.000398, 7.2e-05, -0.000199, 5e-05, -0.000498, 6.3e-05, -0.000412,
-0.000829, -5e-06, 4.5e-05, -0.00039, -2.7e-05, 0.000101, -0.000585,
9.1e-05, -0.000411, -0.000214, 9e-06, -5.7e-05, -0.000441, 9e-05,
2.3e-05, 4.5e-05, -0.000642, 7.1e-05, -0.000445, 8.1e-05, -0.00013,
-0.000403, -0.000353, -0.000483, -0.000618, -0.000431, 6.7e-05,
7.5e-05, -0.000596, -0.000133, 3e-06, -0.000249, 0.003429, 0.007706,
-9e-05, 0.002487, -0.000451, 0.001242, -0.000313, 0.003107, -0.000393,
0.00257, 0.005174, 3e-05, -0.000282, 0.002437, 0.000167, -0.000629,
0.003655, -0.000567, 0.002566, 0.001338, -5.3e-05, 0.000357,
0.002751, -0.000564, -0.000141, -0.000282, 0.004009, -0.000445,
0.002781, -0.000508, 0.000809, 0.002518, 0.002205, 0.003018,
0.003859, 0.00269, -0.000418, -0.000471, 0.003722, 0.000829,
-2.2e-05, 4.6e-05, -0.000627, -0.001408, 1.6e-05, -0.000454,
8.2e-05, -0.000227, 5.7e-05, -0.000568, 7.2e-05, -0.00047, -0.000945,
-6e-06, 5.2e-05, -0.000445, -3e-05, 0.000115, -0.000668, 0.000104,
-0.000469, -0.000244, 1e-05, -6.5e-05, -0.000503, 0.000103, 2.6e-05,
5.2e-05, -0.000733, 8.1e-05, -0.000508, 9.3e-05, -0.000148, -0.00046,
-0.000403, -0.000551, -0.000705, -0.000491, 7.6e-05, 8.6e-05,
-0.00068, -0.000151, 4e-06, -7.2e-05, 0.000997, 0.002242, -2.6e-05,
0.000723, -0.000131, 0.000361, -9.1e-05, 0.000904, -0.000114,
0.000747, 0.001505, 9e-06, -8.2e-05, 0.000709, 4.8e-05, -0.000183,
0.001063, -0.000165, 0.000746, 0.000389, -1.5e-05, 0.000104,
8e-04, -0.000164, -4.1e-05, -8.2e-05, 0.001166, -0.00013, 0.000809,
-0.000148, 0.000235, 0.000733, 0.000641, 0.000878, 0.001123,
0.000782, -0.000121, -0.000137, 0.001082, 0.000241, -6e-06, -0.000226,
0.003105, 0.006979, -8.1e-05, 0.002252, -0.000408, 0.001125,
-0.000283, 0.002814, -0.000356, 0.002327, 0.004685, 2.7e-05,
-0.000256, 0.002207, 0.000151, -0.000569, 0.00331, -0.000513,
0.002324, 0.001211, -4.8e-05, 0.000323, 0.002491, -0.00051, -0.000128,
-0.000256, 0.003631, -0.000403, 0.002518, -0.00046, 0.000733,
0.002281, 0.001997, 0.002733, 0.003495, 0.002436, -0.000378,
-0.000426, 0.00337, 0.000751, -2e-05, -0.000198, 0.002719, 0.006111,
-7.1e-05, 0.001972, -0.000357, 0.000985, -0.000248, 0.002464,
-0.000312, 0.002038, 0.004103, 2.4e-05, -0.000224, 0.001932,
0.000132, -0.000499, 0.002898, -0.00045, 0.002035, 0.001061,
-4.2e-05, 0.000283, 0.002181, -0.000447, -0.000112, -0.000224,
0.003179, -0.000353, 0.002205, -0.000403, 0.000641, 0.001997,
0.001749, 0.002393, 0.00306, 0.002133, -0.000331, -0.000373,
0.002951, 0.000657, -1.7e-05, -0.00027, 0.003721, 0.008363, -9.7e-05,
0.002698, -0.000489, 0.001348, -0.000339, 0.003372, -0.000427,
0.002789, 0.005615, 3.3e-05, -0.000306, 0.002644, 0.000181, -0.000682,
0.003966, -0.000615, 0.002784, 0.001452, -5.8e-05, 0.000387,
0.002985, -0.000612, -0.000153, -0.000306, 0.004351, -0.000483,
0.003018, -0.000551, 0.000878, 0.002733, 0.002393, 0.003275,
0.004188, 0.002919, -0.000453, -0.000511, 0.004038, 0.000899,
-2.4e-05, -0.000346, 0.004759, 0.010695, -0.000125, 0.003451,
-0.000625, 0.001724, -0.000434, 0.004312, -0.000546, 0.003566,
0.00718, 4.2e-05, -0.000392, 0.003382, 0.000231, -0.000873, 0.005072,
-0.000787, 0.003561, 0.001857, -7.4e-05, 0.000495, 0.003817,
-0.000782, -0.000196, -0.000392, 0.005564, -0.000618, 0.003859,
-0.000705, 0.001123, 0.003495, 0.00306, 0.004188, 0.005356, 0.003733,
-0.00058, -0.000653, 0.005165, 0.00115, -3e-05, -0.000241, 0.003317,
0.007454, -8.7e-05, 0.002405, -0.000436, 0.001201, -0.000302,
0.003006, -0.00038, 0.002486, 0.005005, 2.9e-05, -0.000273, 0.002357,
0.000161, -0.000608, 0.003535, -0.000548, 0.002482, 0.001294,
-5.1e-05, 0.000345, 0.002661, -0.000545, -0.000136, -0.000273,
0.003878, -0.000431, 0.00269, -0.000491, 0.000782, 0.002436,
0.002133, 0.002919, 0.003733, 0.002602, -0.000404, -0.000455,
0.0036, 0.000802, -2.1e-05, 3.7e-05, -0.000515, -0.001157, 1.3e-05,
-0.000373, 6.8e-05, -0.000187, 4.7e-05, -0.000467, 5.9e-05, -0.000386,
-0.000777, -5e-06, 4.2e-05, -0.000366, -2.5e-05, 9.4e-05, -0.000549,
8.5e-05, -0.000385, -0.000201, 8e-06, -5.4e-05, -0.000413, 8.5e-05,
2.1e-05, 4.2e-05, -0.000602, 6.7e-05, -0.000418, 7.6e-05, -0.000121,
-0.000378, -0.000331, -0.000453, -0.00058, -0.000404, 6.3e-05,
7.1e-05, -0.000559, -0.000124, 3e-06, 4.2e-05, -0.000581, -0.001305,
1.5e-05, -0.000421, 7.6e-05, -0.00021, 5.3e-05, -0.000526, 6.7e-05,
-0.000435, -0.000876, -5e-06, 4.8e-05, -0.000413, -2.8e-05, 0.000106,
-0.000619, 9.6e-05, -0.000434, -0.000226, 9e-06, -6e-05, -0.000466,
9.5e-05, 2.4e-05, 4.8e-05, -0.000679, 7.5e-05, -0.000471, 8.6e-05,
-0.000137, -0.000426, -0.000373, -0.000511, -0.000653, -0.000455,
7.1e-05, 8e-05, -0.00063, -0.00014, 4e-06, -0.000333, 0.004589,
0.010313, -0.00012, 0.003328, -0.000603, 0.001662, -0.000418,
0.004158, -0.000526, 0.003439, 0.006924, 4e-05, -0.000378, 0.003261,
0.000223, -0.000841, 0.004891, -0.000759, 0.003434, 0.00179,
-7.1e-05, 0.000478, 0.003681, -0.000754, -0.000189, -0.000378,
0.005365, -0.000596, 0.003722, -0.00068, 0.001082, 0.00337, 0.002951,
0.004038, 0.005165, 0.0036, -0.000559, -0.00063, 0.00498, 0.001109,
-2.9e-05, -7.4e-05, 0.001022, 0.002297, -2.7e-05, 0.000741, -0.000134,
0.00037, -9.3e-05, 0.000926, -0.000117, 0.000766, 0.001542, 9e-06,
-8.4e-05, 0.000726, 5e-05, -0.000187, 0.001089, -0.000169, 0.000765,
0.000399, -1.6e-05, 0.000106, 0.00082, -0.000168, -4.2e-05, -8.4e-05,
0.001195, -0.000133, 0.000829, -0.000151, 0.000241, 0.000751,
0.000657, 0.000899, 0.00115, 0.000802, -0.000124, -0.00014, 0.001109,
0.000247, -6e-06, 2e-06, -2.7e-05, -6e-05, 1e-06, -1.9e-05, 4e-06,
-1e-05, 2e-06, -2.4e-05, 3e-06, -2e-05, -4e-05, 0, 2e-06, -1.9e-05,
-1e-06, 5e-06, -2.9e-05, 4e-06, -2e-05, -1e-05, 0, -3e-06, -2.2e-05,
4e-06, 1e-06, 2e-06, -3.1e-05, 3e-06, -2.2e-05, 4e-06, -6e-06,
-2e-05, -1.7e-05, -2.4e-05, -3e-05, -2.1e-05, 3e-06, 4e-06, -2.9e-05,
-6e-06, 0), .Dim = c(42L, 42L))
#test if positive semi definite
is.positive.semi.definite(root_not_working)
#estimation of the nearest positive semi definite matrix
r_matrix <- nearPD(root_not_working, keepDiag =TRUE, maxit = 100000)
#calculation of the matrix root
###
###
#1
r_dec0 <- eigen(r_matrix$mat)
#2
r_ev0 <- r_dec0$vectors
#3
r_ew0 <- diag(r_dec0$values)
###
###
#4 Root of the matrix
r_rootkov = r_ev0 %*% r_ew0^{0.5} %*% t(r_ev0)
答案 0 :(得分：0)
一个选项是重新调整数字。
浮点错误是由接近于零的值引起的。如果将值转换为远离零，则浮点错误会更少。