mvlaprnd(d,MU,SIGMA​)

Version 1.0.0.0 (1,51 ko) par Arun M
Generate multivariate laplacian random numbers
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Mise à jour 21 fév. 2017

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The program generates random numbers from a multivariate Laplacian distribution. Multivariate Laplacian random number generator is of significance since this distribution is one of the sparse distributions which is commonly encountered in speech and image signals. For most of the natural signals, there exist a sparse representation of the signal where multivariate Laplace distributions can be widely used.

Citation pour cette source

Arun M (2024). mvlaprnd(d,MU,SIGMA) (https://www.mathworks.com/matlabcentral/fileexchange/61467-mvlaprnd-d-mu-sigma), MATLAB Central File Exchange. Récupéré le .

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Créé avec R2015a
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Version Publié le Notes de version
1.0.0.0

The condition for checking positive definiteness of covariance matrix is modified.