mvnpdf() yields SIGMA mustbe a aquare, symetric, positive definite matrix

Question

I have a matrix:

sigma=[0.1085 0.1085 0.1085;
       0.1085 0.1085 0.1085;
       0.1085 0.1085 0.1085];

I am reciving the following errpr: SIGMA mustbe a aquare, symetric, positive definite matrix for the e line:

mvnpdr(rgb_pt,mu,sigma);

As best I can understand from here this unsweres the demands. Am I correct? If so what is the problem here?

score 1 · Accepted Answer · answered Mar 19 '17 at 18:16

1

The problem is sigma is not positive definite. To verify this, use the code provided here.

>> sigma=[0.1085 0.1085 0.1085;
       0.1085 0.1085 0.1085;
       0.1085 0.1085 0.1085];
>> [~,p] = chol(sigma)

p =

     2

answered Mar 19 '17 at 18:16

Yvon

1 Answers1