Matlab: quadprog complaining functionality is not symmetrical when it

Question

When I run quadprog with the given functional F output matlab:

 Warning: Your Hessian is not symmetric. Resetting H=(H+H')/2. 

However, checking the difference between functionality and transposition:

 >> max(max(abs(F-F'))) ans = (1,1) 7.1054e-015 

Shows that they are actually the same. Does this quadprog even if the functionality is close to a machine that is symmetrical in error?

Answer 1

The test used for the presence of antisymmetry in a quadrost source is

 norm(H-H',inf) > eps 

i.e. he checks if the rate of infinity is greater than machine epsilon. As

 7.1054e-15 > eps = 2.22e-16 

your hessian appears as asymmetrical.