Condition Number and other matters
Hello Ken:
I am quite unaware that some eigenvalues of a properly positive-definite
verified variance-covariance from a pure R matrix would be negative, or that
this would even occur for its correlation matrix.
Similarly, if the variance-covariance form is of sandwich form, such as
(Rinv)S(Rinv), if there components (R, S) were each verified to be positive
definite, then it, and its correlation matrix would necessarily have all
positive eigenvalues.
I would need to see your NONMEM result file to understand why this would
happen. Is the negative eigenvalue very small but negative?.
Bob