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Table 2 Deviation and correlation between the upper triangle elements of V(5 × 5) (the covariance matrix) and its weighted (using W(5 × 5)) bent matrix

From: mbend: an R package for bending non-positive-definite symmetric matrices to positive-definite

Statistics

HJ03–2a

HJ03–4b

LRS14c

Min (dev.)

−20.0068

−20.0008

−19.9923

Max (dev.)

5.8467

5.8456

5.8638

Mean (dev.)

−1.7167

−1.7161

−1.7158

AAD

3.6262

3.6253

3.6338

Weighted AAD

0.6102

0.6100

0.6122

Correlation

0.9623

0.9623

0.9622

Weighted correlation

0.9955

0.9955

0.9955

RMSD

6.3706

6.3687

6.3748

Weighted RMSD

0.5328

0.5327

0.5347

Number of iterations

248

428

787

  1. dev. = bend(V) – V; AAD = average absolute deviation; RMSD = root of mean squared deviation; a Method of Jorjani et al. [4] with ϵ = 10−2; b Method of Jorjani et al. [4] with ϵ = 10−4; c Method of Schaeffer [3]