gen_rand_spd

Versione 1.0 (2,78 KB) da Eike Petersen
Simple function to generate a random symmetric positive definite matrix with a specified condition number in Matlab
0.0
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3 download
Aggiornato 21 dic 2021
Visualizza la licenza su 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.

Cita come

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

Compatibilità della release di MATLAB
Creato con R2019b
Compatibile con qualsiasi release
Compatibilità della piattaforma
Windows macOS Linux

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Versione Pubblicato Note della release
1.0

Per visualizzare o segnalare problemi su questo componente aggiuntivo di GitHub, visita GitHub Repository.
Per visualizzare o segnalare problemi su questo componente aggiuntivo di GitHub, visita GitHub Repository.