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poster · 2019-11-26, 21:46

I am using mvnpdf in matlab

However, I get the following error,

Error using mvnpdf (line 129)

SIGMA must be a square, symmetric, positive definite matrix.

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

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

Using this code I see that it is symmetric positive definite

try chol(sigma)

    disp('Matrix is symmetric positive definite.')

catch ME

    disp('Matrix is not symmetric positive definite')

end

2019-11-26, 21:46	#1
poster 高级会员注册日期: 2019-11-21 帖子: 3,006 声望力: 66	MATLABs mvnpdf function giving strange results I am using mvnpdf in matlab However, I get the following error, `Error using mvnpdf (line 129) SIGMA must be a square, symmetric, positive definite matrix.` This is my value of sigma, and I believe it fit requirements but I still get the error `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` Using this code I see that it is symmetric positive definite `try chol(sigma) disp('Matrix is symmetric positive definite.') catch ME disp('Matrix is not symmetric positive definite') end` More answer...