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If my estimated correlation matrix has all positive but complex value and imaginary terms are close to zero then is it possible?
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Vanita
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I am generating correlation matrix by some new algorithm. Generated matrix is non positive semidefinitesemi-definite matrix.

I'm getting a few negative eigenvalues. The rest of eigenvalues are quite equal to the ideal matrix.

Can I use that non positive semidefinitesemi-definite matrix? If not, why?

If my estimated correlation matrix has all positive but complex value and imaginary terms are close to zero then is it possible?

I am generating correlation matrix by some new algorithm. Generated matrix is non positive semidefinite matrix.

I'm getting a few negative eigenvalues. The rest of eigenvalues are quite equal to the ideal matrix.

Can I use that non positive semidefinite matrix? If not, why?

I am generating correlation matrix by some new algorithm. Generated matrix is non positive semi-definite matrix.

I'm getting a few negative eigenvalues. The rest of eigenvalues are quite equal to the ideal matrix.

Can I use that non positive semi-definite matrix? If not, why?

If my estimated correlation matrix has all positive but complex value and imaginary terms are close to zero then is it possible?

added the newly created [correlation-matrix] tag
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amoeba
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I am generating correlation matrix by some new algorithm. Generated matrix is non positive semi definitesemidefinite matrix.

I'm getting a few negative eigenvalues. RestThe rest of eigenvalues are quite equal to the ideal Matrixmatrix.

Can I use that non positive semi definitesemidefinite matrix? If not, why?

I am generating correlation matrix by some new algorithm. Generated matrix is non positive semi definite matrix.

I'm getting few negative eigenvalues. Rest of eigenvalues are quite equal to ideal Matrix.

Can I use that non positive semi definite matrix? If not why?

I am generating correlation matrix by some new algorithm. Generated matrix is non positive semidefinite matrix.

I'm getting a few negative eigenvalues. The rest of eigenvalues are quite equal to the ideal matrix.

Can I use that non positive semidefinite matrix? If not, why?

better tags (doesn't seem to be an estimation problem in the Q, and at any rate this is irrelevant its crux) and more grammatical title
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Why not to use non positive semidefinite Is every correlation matricematrix positive semi-definite?

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Vanita
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