Maximizing f(x) = x'Ax makes sense only when A is negative-definite. Therefore, this is the same as minimizing x'Bx, where B = -A, and B is positive-definite. In other words, you should be able to simply flip the sign of the original matrix . This should yield a positive-definite matrix since the original matrix ought to be negative-definite. Ravi ------------------------------------------------------- Ravi Varadhan, Ph.D. Assistant Professor, Division of Geriatric Medicine and Gerontology School of Medicine Johns Hopkins University Ph. (410) 502-2619 email: rvaradhan@jhmi.edu<mailto:rvaradhan@jhmi.edu> [[alternative HTML version deleted]]