How to express that the sausages are made with good quality meat with a shorter sentence? If your EM algorithm is approaching a mode with such estimates it's possible for $BB'+D$ to lose its positive definiteness, I think. Also, it is the only symmetric matrix. Use MathJax to format equations. However, when I deal with correlation matrices whose diagonals have to be 1 by definition, how do I do it? Sign in to answer this question. @whuber Typically in FA \$q