Check first for negative eigenvalues

haziqj · May 30, 2024 · 8826cda · 8826cda
1 parent e978b33
commit 8826cda
Showing 1 changed file with 11 additions and 5 deletions.
diff --git a/R/21-rgeneric_cached.R b/R/21-rgeneric_cached.R
@@ -18,11 +18,17 @@ inla_sem_cached <- function(
     # fixed parameter values we still need the indices...
 
     force_pd <- function(x) {
-      ed <- eigen(x, symmetric = TRUE)
-      eval <- ed$values
-      evec <- ed$vectors
-      eval[eval < 0] <- .Machine$double.eps
-      evec %*% diag(eval) %*% t(evec)
+      ed <- eigen(x, symmetric = TRUE, only.values = TRUE)
+      if (any (ed$values < 0)) {
+        ed <- eigen(x, symmetric = TRUE)
+        eval <- ed$values
+        evec <- ed$vectors
+        eval[eval < 0] <- .Machine$double.eps
+        out <- evec %*% diag(eval) %*% t(evec)
+      } else {
+        out <- x
+      }
+      out
     }
     assign("force_pd", force_pd, envir = envir)