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

Date Added: June 14, 2013 | Visits: 369

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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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