Does anyone know if there is a structured way to adjust a negative
definite matrix such that it becomes semi-definite, while "minimizing"
the induced changes to the matrix?
Cheers,
Christian
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At 03:46 PM 7/6/00 +, Christian A. Walter wrote:
Does anyone know if there is a structured way to adjust a negative
definite matrix such that it becomes semi-definite, while "minimizing"
the induced changes to the matrix?
Cheers,
Christian
I posed a similar question to edstat last fall. I