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%Complete Decomposition Contribution
GDC(j,i)=X(:,i)' * (M_d.^0.5) * eps_d(:,j) * eps_d(:,j)' * (M_d.^0.5) * X(:,i);
denom_d(j,i)=eps_d(:,j)' * (M_d.^0.5) * covar * (M_d.^0.5) * eps_d(:,j);
Dimensions are X: 99 * 957 M_d:99 * 99 eps_d:99 * 99 covar: 99 * 99
All the above matrices and vectors are real but the following part of code when run on Matlab gives me a 99 * 957 matrix which has imaginary values. I cannot find the problem with this code. eps_d is a identity matrix of dimension 99 * 99.