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How to generate a symmetric positive definite matrix?

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I have to generate a symmetric positive definite rectangular matrix with random values.

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Elias Hasle
Elias Hasle on 2 Oct 2019
Edited: Elias Hasle on 2 Oct 2019
What are the requirements to the distributions of the resulting random variables?
I think a crucial insight is that multiplying a matrix with its transpose will give a symmetrical square matrix.

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madhan ravi
madhan ravi on 17 Oct 2018
Edited: madhan ravi on 17 Oct 2018

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Andrei Bobrov
Andrei Bobrov on 2 Oct 2019
m = 4;
ii = rand(sum(1:m),1);
out = ii(symdec(m,0));
Bruno Luong
Bruno Luong on 2 Oct 2019
Andrei your solution does not produce necessary sdp matrix (which does not meant the matrix elements are positive)

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