Home Am I implementing these equations correctly?
 I am trying to implement 2d Dimensional Gaussian Mixture Model When I go through to recalculate the posterior probability using the variance and means that I calculated, I am getting the error that my SIGMA not positive square symmetric matrix. The only thing I can think of is that I am implementing the equations wrong in MATLAB. function [Weighted_Mu, Weighted_Sigma] = Iterative_Parameters_Calculator(Observations,Posteriors) Weighted_Mu = [0,0]; Weighted_Sigma = [0 0; 0 0]; %Calculate the Means Mu1 = sum(Posteriors(:,1).*Observations,1)/(sum(Posteriors(:,1),1)); Mu2 = sum(Posteriors(:,2).*Observations,1)/(sum(Posteriors(:,2),1)); Weighted_Mu = {Mu1,Mu2}; Sigma1(1,:) = sum(Posteriors(:,1).*(Observations - Mu1(1)).^2,1)/sum(Posteriors(:,1),1); Sigma1(2,:) = sum(Posteriors(:,1).*(Observations - Mu1(2)).^2,1)/sum(Posteriors(:,1),1); Sigma2(1,:) = sum(Posteriors(:,2).*(Observations - Mu2(1)).^2,1)/sum(Posteriors(:,2),1); Sigma2(2,:) = sum(Posteriors(:,2).*(Observations - Mu1(2)).^2,1)/sum(Posteriors(:,2),1); Weighted_Sigma = {Sigma1, Sigma2}; end  these are the equations in the picture gamma is my posteriors, x is the observations, u is mu and sigma is sigma. Is my implementation wrong?