gen_rand_spd

Versión 1.0 (2,78 KB) por Eike Petersen
Simple function to generate a random symmetric positive definite matrix with a specified condition number in Matlab
0.0
(0)
3 descargas
Actualizado 21 dic 2021
Ver licencia en GitHub

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.

Citar como

Eike Petersen (2024). gen_rand_spd (https://github.com/e-pet/gen_rand_spd/releases/tag/1.0), GitHub. Recuperado .

Compatibilidad con la versión de MATLAB
Se creó con R2019b
Compatible con cualquier versión
Compatibilidad con las plataformas
Windows macOS Linux

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Versión Publicado Notas de la versión
1.0

Para consultar o notificar algún problema sobre este complemento de GitHub, visite el repositorio de GitHub.
Para consultar o notificar algún problema sobre este complemento de GitHub, visite el repositorio de GitHub.