repair matrix
- To: mathgroup at smc.vnet.net
- Subject: [mg39134] repair matrix
- From: "Tobias Wahl" <enxtw1 at nottingham.ac.uk>
- Date: Thu, 30 Jan 2003 01:07:56 -0500 (EST)
- Sender: owner-wri-mathgroup at wolfram.com
Hi I have a covariance matrix generated which comes due to numerical errors out to be negative. I heard one can repair such matrices and wanted to know how. Any ideas? Tobias