gen_rand_spd
gen_rand_spd
A simple function to generate a random symmetric positive definite matrix with a specified condition number in Matlab.
Based on the specified condition number, a set of eigenvalues is generated. Then, an orthonormal eigenvector matrix U is generated using the RandOrthMat FEX function by Ofek Shilon, and the result is given by SPD=UDU'. (The distribution of the matrices U is uniform over the manifold O(n) w.r.t. the induced R^(n^2) Lebesgue measure.)
This script has been developed while I was at the University of Lübeck, with the Institute for Electrical Engineering in Medicine.
Citation pour cette source
Eike Petersen (2024). gen_rand_spd (https://github.com/e-pet/gen_rand_spd/releases/tag/1.0), GitHub. Récupéré le .
Compatibilité avec les versions de MATLAB
Plateformes compatibles
Windows macOS LinuxTags
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!Découvrir Live Editor
Créez des scripts avec du code, des résultats et du texte formaté dans un même document exécutable.
Version | Publié le | Notes de version | |
---|---|---|---|
1.0 |