Find nearest (in Frobenius norm) symmetric positive-definite matrix to A.
square numeric matrix.
"The nearest symmetric positive semidefinite matrix in the
Frobenius norm to an arbitrary real matrix A is shown to be (B + H)/2,
where H is the symmetric polar factor of B=(A + A')/2."
N. J. Highham
Returns a matrix of the same size.
Nicholas J. Higham (1988). Computing a nearest symmetric positive semidefinite matrix. Linear Algebra and its Applications. Vol. 103, pp.103-118.
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