Near positive definite (NearPD) of a symmetric matrix in Julia

General Usage Performance
2

ProximalOperators exposes the IndPSD type, whose proximal operator is the projection onto the positive semidefinite cone (with the Frobenius norm taken as distance).

More info here.

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Edit: an example snippet

using ProximalOperators

# X is your symmetric matrix
P, _ = prox(IndPSD(), X)
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