Computing a Nearest Symmetric Positive Semidefinite Matrix. Higham, N. J. Linear Algebra Appl., 103:103-118, 1988.
doi  bibtex   
@article{high88d,
  author =        {Nicholas J. Higham},
  journal =       {Linear Algebra Appl.},
  pages =         {103-118},
  title =         {Computing a Nearest Symmetric Positive Semidefinite
                   Matrix},
  volume =        {103},
  year =          {1988},
  doi =           {10.1016/0024-3795(88)90223-6},
}

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