Finding the nearest positive definite matrix in matlab

The following Matlab project contains the source code and Matlab examples used for finding the nearest positive definite matrix . This tool saves your covariance matrices, turning them into something that really does have the property you will need.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

Project Files: 

File NameSize
license.txt 1313
nearestSPD_demo.html 15938
nearestSPD_demo.png 7552
nearestSPD_demo_01.png 7449
nearestSPD.m 1609
nearestSPD_demo.m 3891

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