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Positive semidefinite & positive definite
Posted: February 7th, 2003, 11:59 am
by Lestat
How i make that a positive semidefinite matrix will be a positive definite? Thanks
Positive semidefinite & positive definite
Posted: February 7th, 2003, 12:58 pm
by lesniewski
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
Posted: February 12th, 2003, 5:52 pm
by Toymodel
Or you add a PD matrix to the PSD matrix, say a diagonal matrix with small e>0 on diagonal.