A simple Example of A PSD Matrix

SDP > LMIs > Example

Consider the symmetric matrix

 F = left(begin{array}{ccc} 29 &   19 &   -4      19 &   28  &   7 -4 &    7 &   15 end{array}right).

We can check that F is positive-semidefinite by computing its eigenvalues.

Matlab syntax
>> s = eig(F)

s =

    0.3477
    2.1168
    4.8506