How to use choleskey decomposition?
2 vues (au cours des 30 derniers jours)
Afficher commentaires plus anciens
Hi i am generating correlated rayleigh fading factors using command alpha=V*L where V is uncorrelated gaussian random numbers and rho is correlation matrix. L is obtained as chol(rho,'lower') but sometime i am getting error Error using ==> chol Matrix must be positive definite. Can anyone help me?
0 commentaires
Réponses (0)
Voir également
Catégories
En savoir plus sur Linear Algebra dans Help Center et File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!