Approximate a non-positive definite symmetric matrix with a PDS one main fucntion file is the PositiveSemiProjection.m
Ref: Zhao, Tuo, Kathryn Roeder, and Han Liu. "Positive semidefinite rank-based correlation matrix estimation with application to semiparametric graph estimation." Journal of Computational and Graphical Statistics 23.4 (2014): 895-922.