MATLAB: SIGMA must be a symmetric positive semi-definite matrix error in matlab

digital image processing

HI all, I have been trying to use the mvnrnd function to generate samples of alpha using the truncated gaussian distribution.mvnrnd function needs sigma which must be positive semi-definite and symmetric.My matrix is 1.0e-006 *
    0.3822         0         0    0.1831         0         0         0
         0    0.2081    0.0417         0    0.0759         0    0.0426
         0    0.0417    0.3505         0         0    0.1096         0
    0.1831         0         0    0.2050         0    0.0492         0
         0    0.0759         0         0    0.0721         0    0.0220
         0         0    0.1096    0.0492         0    0.1952         0
         0    0.0426         0         0    0.0220         0    0.0903
the matrix is as per requirements bt still i m still getting the error.Any suggestions will be of great help.
Thanks 
wid regards,
Ekta

Best Answer

Your matrix is probably not exactly right due to round-off. For example have a look at
YourMatrix - YourMatrix.'
and you will likely see some non-zero values.
The usual trick is to use
YourMatrix = (YourMatrix + YourMatrix.') / 2;
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