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seen Sep 11 '13 at 0:04

Nov
5
answered Reverse rotation matrix
Oct
14
comment Gently push my non-Positive Definite matrix back into the set of Positive Definite matrices
Thank you @joriki I have parallelized my computation of my big matrix to speed up testing ideas and I have formalized my testing. I'm using Mathematica so I'm going to trust its numerical results are as good as I can get. I think the bottom line is I'm stuck with a severely poorly conditioned matrix. I get 408 eigenvalues but I get 405 singular values. My determent is $10^{-1194}$ However, I do get, as you pointed out, a Positive Definite matrix when I re-biuld with $|\lambda|$
Oct
14
comment Gently push my non-Positive Definite matrix back into the set of Positive Definite matrices
Yes I agree something somewhere is going bad most likely in my code. I have played with the essence of small ($3\times 3$) positive-definite matrices testing everything I would expect to be true and I get what I expect. But when I work with my real problem that has a $408\times 408$ and this is a small case, I get unexpected results. I do not what to drag you or anyone into the depths of my code but I'm looking for some silly things to check and think about.
Oct
13
comment Gently push my non-Positive Definite matrix back into the set of Positive Definite matrices
I tried taking the absolute value of the eigen-values then re-building but it remained non-Positive Definite. I also made sure that my eigen-vectors were real.
Oct
13
awarded  Student
Oct
13
asked Gently push my non-Positive Definite matrix back into the set of Positive Definite matrices
Oct
13
awarded  Editor
Oct
13
revised A binomial multiplied by a poisson
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Oct
13
awarded  Teacher
Oct
13
answered A binomial multiplied by a poisson