How to fix this error (SIGMA must be a symmetric positive semi-definite matrix)?

Hi,

This error appears in my code: while the size of SIGMA (if it is sigma_m) is 6005 6005, means it is laready symmetric.

Error using mvnrnd (line 112)

SIGMA must be a symmetric positive semi-definite matrix.

Error in Bayesian_Visco_AVO_Inversion (line 79)

msim = mvnrnd(Mu_m, Sigma_m)';

[James Tursa]

The fact that the size is 6005 x 6005 only means that it is square, which is not the same thing as symmetric positive semi-definite:

https://en.wikipedia.org/wiki/Definite_matrix