blob: cbd3520300adb5f1fef0d9c4dff0dc1eaef85f67 (
plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
|
function s = checkpsd(s)
if (any(isnan(s) | isinf(s) | ~isreal(s)))
warning('S contains complex numbers, Inf, or NaN');
end
% Drop any negative eigenvalues.
[V, D] = eig(full(s));
d = real(diag(D));
if (any(d < 0))
warning(sprintf(['S is not positive semidefinite (min. eig. =' ...
' %0.5g); projecting.'], min(d)));
d(find(d < 0)) = 0;
D = diag(d);
s = V * D * V';
end
|
