MATLABs mvnpdf function giving strange results
 

<p>I am using <a href="https://uk.mathworks.com/help/stats/mvnpdf.html" rel="nofollow noreferrer">mvnpdf</a> in matlab </p>

<p>However, I get the following error, </p>

<pre><code>Error using mvnpdf (line 129)
SIGMA must be a square, symmetric, positive definite matrix.
</code></pre>

<p>This is my value of sigma, and I believe it fit requirements but I still get the error</p>

<pre><code>sigma =

0.0056 0.0047 0.0042 0.0051
0.0047 0.0052 0.0045 0.0057
0.0042 0.0045 0.0046 0.0053
0.0051 0.0057 0.0053 0.0067
</code></pre>

<p>Using this code I see that it is symmetric positive definite </p>

<pre><code>try chol(sigma)
disp('Matrix is symmetric positive definite.')
catch ME
disp('Matrix is not symmetric positive definite')
end
</code></pre>



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