A matrix(V) is supposed to be symmetric, but eventually it potentially departs from an symmetric marix. I checked the iteration steps. It looks the matrix gradually departs an symmetric matrix. Do roundoff errors result in the asymmetric matrix in IML?
At each step, I corrected the matrix by setting V=(V+V`)/2. Does it make sense? What else can I use to modify the program?
Thanks for your help in advance!!