This class "converts" a matrix into a symmetric, positive semi-definite matrix, if it is not
already so, by forcing the negative diagonal entries in the eigen decomposition to 0.
"Jin Wang, Chunlei Liu. "Generating Multivariate Mixture of Normal Distributions using a
Modified Cholesky Decomposition," Simulation Conference, 2006. WSC 06. Proceedings of the Winter.
p. 342 - 347. 3-6 Dec. 2006."