I am using fminunc to optimize a likelihood function which inside has other functions which makes the problem a bit complicated.
When I try the values of all the matrices inside this likelihood with the initial parameters all is correct. With this I mean that I have correct covariance matrices, no zero determinants etc.
However, when I start the optimization process at a certain parameter values I get a singular matrix in one of the equations inside the likelihood.
Therefore, what I would like to do is to observe the vector of parameters being chosen by the fminunc in the iterations.
Is there a way to do this?
Thanks in advance.