Mercurial > hg > camir-ismir2012
annotate toolboxes/FullBNT-1.0.7/KPMtools/checkpsd.m @ 0:cc4b1211e677 tip
initial commit to HG from
Changeset:
646 (e263d8a21543) added further path and more save "camirversion.m"
| author | Daniel Wolff |
|---|---|
| date | Fri, 19 Aug 2016 13:07:06 +0200 |
| parents | |
| children |
| rev | line source |
|---|---|
| Daniel@0 | 1 function s = checkpsd(s) |
| Daniel@0 | 2 |
| Daniel@0 | 3 if (any(isnan(s) | isinf(s) | ~isreal(s))) |
| Daniel@0 | 4 warning('S contains complex numbers, Inf, or NaN'); |
| Daniel@0 | 5 end |
| Daniel@0 | 6 % Drop any negative eigenvalues. |
| Daniel@0 | 7 [V, D] = eig(full(s)); |
| Daniel@0 | 8 d = real(diag(D)); |
| Daniel@0 | 9 if (any(d < 0)) |
| Daniel@0 | 10 warning(sprintf(['S is not positive semidefinite (min. eig. =' ... |
| Daniel@0 | 11 ' %0.5g); projecting.'], min(d))); |
| Daniel@0 | 12 d(find(d < 0)) = 0; |
| Daniel@0 | 13 D = diag(d); |
| Daniel@0 | 14 s = V * D * V'; |
| Daniel@0 | 15 end |