Code covered by the BSD License
Download apps, toolboxes, and other File Exchange content using Add-On Explorer in MATLAB.
Rate this file 14 Downloads (last 30 days) File Size: 5.08 KB File ID: #34182 Version: 1.1
Nearest positive semi-definite covariance matrix
12 Dec 2011 (Updated 12 Dec 2011)
Find nearest positive semi-definite matrix to a symmetric matrix that is not positive semi-definite