nearestPSD
Find the nearest Positive Semi-Definite matrix to an arbitrary real or complex square matrix.
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Cite As
Burke Rosen (2026). nearestPSD (https://ch.mathworks.com/matlabcentral/fileexchange/73742-nearestpsd), MATLAB Central File Exchange. Retrieved .
Acknowledgements
Inspired by: nearestSPD
General Information
- Version 1.0.2 (3.29 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
