gen_rand_spd

versión 1.0 (2.66 KB) por Eike Petersen
Simple function to generate a random symmetric positive definite matrix with a specified condition number in Matlab

3 descargas

Actualizada 21 Dec 2021

De GitHub

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 (2022). 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

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