Mercurial > hg > camir-ismir2012

diff toolboxes/FullBNT-1.0.7/KPMtools/checkpsd.m @ 0:cc4b1211e677 tip

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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
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--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/toolboxes/FullBNT-1.0.7/KPMtools/checkpsd.m	Fri Aug 19 13:07:06 2016 +0200
@@ -0,0 +1,15 @@
+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