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Positive semidefinite & positive definite
How i make that a positive semidefinite matrix will be a positive definite? Thanks
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- lesniewski
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Positive semidefinite & positive definite
A semidefinite matrix has non-negative eigenvalues. You can modify the zero eigenvalues replacing them with small positive numbers and the result will be a positive definite matrix.
Positive semidefinite & positive definite
Or you add a PD matrix to the PSD matrix, say a diagonal matrix with small e>0 on diagonal.