nearestSPD

Finding the nearest positive definite matrix

Version 1.1.0 (22.8 KB)
7.6K Downloads
(28)
31 Jul 2013
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Cite As

John D'Errico (2026). nearestSPD (https://ch.mathworks.com/matlabcentral/fileexchange/42885-nearestspd), MATLAB Central File Exchange. Retrieved .

Acknowledgements

Inspired by: Nearest positive semi-definite covariance matrix

Inspired: nearestPSD

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
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Version Published Release Notes
1.1.0

Documentation fix
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1.0.0

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