Title:
NearestSymmetricPositiveDefinite
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Description: nearestSPD works on any matrix, and it is reasonably fast. As a test, randn generates a matrix that is not symmetric nor is it at all positive definite in general.
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NearestSymmetricPositiveDefinite
................................\html
................................\....\nearestSPD_demo.html
................................\....\nearestSPD_demo.png
................................\....\nearestSPD_demo_01.png
................................\nearestSPD.m
................................\nearestSPD_demo.m
license.txt
