wolffd@0: function s = checkpsd(s)
wolffd@0: 
wolffd@0: if (any(isnan(s) | isinf(s) | ~isreal(s)))
wolffd@0:   warning('S contains complex numbers, Inf, or NaN'); 
wolffd@0: end
wolffd@0: % Drop any negative eigenvalues.
wolffd@0: [V, D] = eig(full(s));
wolffd@0: d = real(diag(D));
wolffd@0: if (any(d < 0))
wolffd@0:   warning(sprintf(['S is not positive semidefinite (min. eig. =' ...
wolffd@0: 		   ' %0.5g); projecting.'], min(d)));
wolffd@0:   d(find(d < 0)) = 0;
wolffd@0:   D = diag(d);
wolffd@0:   s = V * D * V';
wolffd@0: end