Symmetrize:

Path: Common/Estimation

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   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.

   Since version 2014.1
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   Form:
   p = Symmetrize( p )
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   ------
   Inputs
   ------
   p   (n,n) Matrix

   -------
   Outputs
   -------
   p   (n,n) Symmetric matrix

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Children:

Common: General/DispWithTitle

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