R Under development (unstable) (2024-11-03 r87286 ucrt) -- "Unsuffered Consequences"
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Platform: x86_64-w64-mingw32/x64

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> library(sfsmisc)
> 
> options(digits=9)
> 
> set.seed(12)
> m <- matrix(round(rnorm(25),2), 5, 5); m <- 1+ m + t(m); diag(m) <- diag(m) + 4
> (mp  <- posdefify(m))
             [,1]         [,2]         [,3]         [,4]         [,5]
[1,]  2.040000000  1.559508625 -0.887340889 -0.408171836 -0.245682172
[2,]  1.559508625  4.360000000 -0.533157355  1.705637933  2.344838314
[3,] -0.887340889 -0.533157355  3.440000000  1.195027865  1.353283301
[4,] -0.408171836  1.705637933  1.195027865  6.020000000  0.577514304
[5,] -0.245682172  2.344838314  1.353283301  0.577514304  2.940000000
> (mp. <- posdefify(m, method = "allEV"))
             [,1]         [,2]         [,3]         [,4]         [,5]
[1,]  2.040000000  1.378740895 -0.424598775 -0.386773282 -0.434470464
[2,]  1.378740895  4.360000000 -0.613091776  1.507019105  2.225434128
[3,] -0.424598775 -0.613091776  3.440000000  0.940298040  1.156766185
[4,] -0.386773282  1.507019105  0.940298040  6.020000000  0.277226191
[5,] -0.434470464  2.225434128  1.156766185  0.277226191  2.940000000
> 
> stopifnot(eigen(mp,  only.val=TRUE)$values > 0,
+           eigen(mp., only.val=TRUE)$values > 0,
+           all.equal(diag(m), diag(mp), tol= 1e-15),
+           all.equal(diag(m), diag(mp.),tol= 1e-15),
+           T)
> 
> ## nearcor()
> pr <- matrix(c(1,     0.477, 0.644, 0.478, 0.651, 0.826,
+                0.477, 1,     0.516, 0.233, 0.682, 0.75,
+                0.644, 0.516, 1,     0.599, 0.581, 0.742,
+                0.478, 0.233, 0.599, 1,     0.741, 0.8,
+                0.651, 0.682, 0.581, 0.741, 1,     0.798,
+                0.826, 0.75,  0.742, 0.8,   0.798, 1),
+              nrow = 6, ncol = 6)
> 
> nc.  <- nearcor(pr, conv.tol = 1e-7)  # default, 11 iter.
> ncr  <- nearcor(pr, conv.tol = 1e-15) # 27-28 iterations (because of conv.tol)!
> ncr0 <- nearcor(pr, conv.tol = 1e-15, posd.tol = 0)# -> no posdefify step
> parts <- setdiff(names(nc.), "iterations")
> ## IGNORE_RDIFF_BEGIN
> str(ncr)
List of 4
 $ cor       : num [1:6, 1:6] 1 0.488 0.643 0.491 0.644 ...
 $ fnorm     : num 0.0744
 $ iterations: num 27
 $ converged : logi TRUE
 - attr(*, "class")= chr "nearcor"
> if(ncr$iterations != 27) {
+     cat(sprintf("On this platform, the number of iterations (for tol 1e-15) is not 27, but %d;\n",
+                 ncr$iterations))
+     cat("sessionInfoX() :\n")
+     print(sessionInfoX())
+ }
> ## IGNORE_RDIFF_END
> str(ncr0[parts])# looks identical (with few digits accuracy)
List of 3
 $ cor      : num [1:6, 1:6] 1 0.488 0.643 0.491 0.644 ...
 $ fnorm    : num 0.0744
 $ converged: logi TRUE
> nr <- ncr$cor
> 
> stopifnot(exprs = {
+     nc.$iterations == 11
+     all.equal(nr[lower.tri(nr)],
+ 	      c(0.48796803265083, 0.64265188295401, 0.49063868812228, 0.64409905497094,
+ 		0.80871120142824, 0.51411473401472, 0.25066882763262, 0.67235131534931,
+ 		0.72583206922437, 0.59682778611131, 0.58219178154582, 0.7449631866236,
+ 		0.72988206459063, 0.77215024062758, 0.81319175546212), tol = 1e-12)
+     all.equal(ncr, ncr0, tolerance = 6e-6)# seen 6.6676e-7
+ })
> 
> proc.time()
   user  system elapsed 
   0.12    0.07    0.18