I compute the following matrix: D = b'Ab, where A is a symmetric covariance matrix. D is high-dimensional and must be symmetric by definition.
But when I apply a functiion "issymmetric" to D, Matlab returns 0 meaning that it is not symmetric.
I guess the problem is the way Matlab handles calculations. But how to fix it and make sure that Matlab sees the symmetry of the matrix D?
Thank you in advance!