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Converts a non positive definite symmetric matrix to positive definite symmetric matrix 1.0

  Date Added: June 14, 2013  |  Visits: 201

Converts a non positive definite symmetric matrix to positive definite symmetric matrix

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Function that transforms a non positive definite symmetric matrix to a positive definite.Function that transforms a non positive definite symmetric matrix to positive definite symmetric matrix -i.e. invertible-.One particular case could be the inversion of a covariance matrix. The eigendecomposition of a matrix is used to add a small value to eigenvalues

Requirements: No special requirements
Platforms: Matlab
Keyword: Covariance Eigendecomposition Eigenvalues Inversion Positive Small Transforms
Users rating: 0/10

License: Shareware Size: 10 KB
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CONVERTS A NON POSITIVE DEFINITE SYMMETRIC MATRIX TO POSITIVE DEFINITE SYMMETRIC MATRIX RELATED
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