Path: Common/Estimation
% Makes a square matrix symmetric by adding its transpose and dividing by two. Type Symmetrize for a demo This is often used to fix matrices that are slightly asymmetric due to numerical errors. This is particularly useful with Kalman filters for maintaining a symmetric covariance matrix. -------------------------------------------------------------------------- Form: p = Symmetrize( p ) -------------------------------------------------------------------------- ------ Inputs ------ p (n,n) Matrix ------- Outputs ------- p (n,n) Symmetric matrix --------------------------------------------------------------------------
Common: General/DispWithTitle
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