How to fix this error (SIGMA must be a symmetric positive semi-definite matrix)?

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Nisar Ahmed 2021-6-15

评论： James Tursa 2021-6-15

Hi,

This error appears in my code: while the size of SIGMA (if it is sigma_m) is 6005 6005, means it is laready symmetric.

Error using mvnrnd (line 112)

SIGMA must be a symmetric positive semi-definite matrix.

Error in Bayesian_Visco_AVO_Inversion (line 79)

msim = mvnrnd(Mu_m, Sigma_m)';

James Tursa 2021-6-15

The fact that the size is 6005 x 6005 only means that it is square, which is not the same thing as symmetric positive semi-definite:

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