Title exaplins it more or less. I need to make the cholesky decomposition of a matrix and the function, chol(), returns an error saying that the matrix is not positive definite.
The code in question:
Qd = [ 0.0106, 0.0178; 0.0097, 0.0195];chol(Qd)
The Qd matrix is calcualted with through some more complex means but this is one example of a Qd matrix that returns the following outputs:
K>> QdQd = 0.0106 0.0178 0.0097 0.0195K>> chol(Qd)Error using cholMatrix must be positive definite. K>> eig(Qd)ans = 0.0011 0.0289K>>
Best Answer