NearestCorrelationMatrixReport Properties

Properties

AlgorithmGets the algorithm used.
ConvergenceMeasureGets the final alternating-projection stopping measure, or null if inapplicable or not finite.
ConvergenceThresholdGets the actual stopping threshold, or null if inapplicable or not finite.
FeasibilityToleranceGets the absolute tolerance used for both diagonal and eigenvalue feasibility, or null if unavailable.
FrobeniusDistanceGets the full Frobenius distance from the input, counting both symmetric off-diagonal entries, or null if unavailable.
IsFeasibleGets whether the returned matrix has unit diagonal and meets the requested eigenvalue floor within the reported feasibility tolerance.
IterationsGets the number of alternating-projection iterations completed, or zero for scaled projection.
MaxDiagonalErrorGets the largest absolute difference between a returned diagonal entry and one, or null if unavailable.
MinimumEigenvalueGets the smallest computed eigenvalue of the returned matrix, or null if unavailable.
RequestedMinEigenvalueGets the requested minimum eigenvalue.
TerminationReasonGets the termination reason, independently of feasibility.

See Also