Error, How to deal with the error of "Matrix must be positive definite"

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What steps will reproduce the problem?
1.words frequencies in documents of each slice are used as the input of   
hmmMixGaussTiedTest.m

2. Then it output "initializing model for EM; Error using chol; Matrix must be 
positive definite."

I think that the Sigma is not positive definite.
How to deal with this situation?

What is the expected output? What do you see instead?
I want to estimate the parameters of HMM with Gaussian Mixture Model.

What version / revision of the product are you using? On what operating
system?
pmtk3


Please provide any additional information below.
details are as bellow:
=====================================
initializing model for EM
Error using chol
Matrix must be positive definite.

Error in gaussLogprob (line 52)
  R    = chol(Sigma);

Error in mixGaussInferLatent (line 17)
  logPz(:, k) = logMix(k) + gaussLogprob(mu(:, k), Sigma(:, :, k), X);

Error in mixGaussFit>estep (line 52)
[weights, ll] = mixGaussInferLatent(model, data);

Error in emAlgo (line 62)
    [ess, ll] = estep(model, data);

Error in mixGaussFit (line 25)
[model, loglikHist] = emAlgo(model, data, initFn, @estep, @mstep , ...
============================================

Original issue reported on code.google.com by csghpo...@gmail.com on 27 Aug 2013 at 6:54

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Moved to GitHub: https://github.com/probml/pmtk3/issues/60

Original comment by irosen on 4 Jan 2014 at 2:39