Taking a simple example, where G=[3x3] matrix, I noticed that I get negative eigenvalues using the expressions of the PDF I have attached above, if I give the σ > ~2.1. Thus I have no problem if I use σ < 2 values. But the question remains.. Why for σ > 2, I get negative eigenvalues, in contrast...
New arising problems
Hi.. Thanks for answering and help me...
However I have some more questions... In order to write mathematical types, I wrote that question in PDF, and I use it as attachment to this forum-thread.
Please read the PDF, and if you know what I might do wrong, answer me...
I'm trying to create an algorithm in MATLAB, but I have a problem. According to theory, if G is a positive definite matrix, then it's eigenvalues are positive real numbers. I'm using function EIG() to calculate the eigenvalues and eigenvectors of matrices, but I almost always take and negative...