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Positive Definiteness via Off-diagonal Scaling of a Symmetric Indefinite Matrix

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  • Peter Bentler
  • Ke-Hai Yuan

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  • Peter Bentler & Ke-Hai Yuan, 2011. "Positive Definiteness via Off-diagonal Scaling of a Symmetric Indefinite Matrix," Psychometrika, Springer;The Psychometric Society, vol. 76(1), pages 119-123, January.
    • Handle: RePEc:spr:psycho:v:76:y:2011:i:1:p:119-123
    DOI: 10.1007/s11336-010-9191-3
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    References listed on IDEAS

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    1. Dirk Knol & Jos Berge, 1989. "Least-squares approximation of an improper correlation matrix by a proper one," Psychometrika, Springer;The Psychometric Society, vol. 54(1), pages 53-61, March.
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