Maximizing f(x) = x'Ax makes sense only when A is negative-definite. Therefore, this is the same as minimizing x'Bx, where B = -A, and B is positive-definite.
In other words, you should be able to simply flip the sign of the original matrix . This should yield a positive-definite matrix since the original matrix ought to be negative-definite. Ravi ------------------------------------------------------- Ravi Varadhan, Ph.D. Assistant Professor, Division of Geriatric Medicine and Gerontology School of Medicine Johns Hopkins University Ph. (410) 502-2619 email: rvarad...@jhmi.edu<mailto:rvarad...@jhmi.edu> [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
