How can I create sparse symmetric positive definite linear system?
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Dear All :) I'm looking for sparse symmetric positive definite linear system Ax=b. Is it possible to generate it in Matlab? I need matrix A about 50x50 (maximum 100x100 - minimum 20x20) and vector b. It might be floating point numbers... I prefer not compressed format ;)
Thank you in advance.
D.
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Richard Brown
2013년 8월 6일
편집: Richard Brown
2013년 8월 6일
sprandsym is what you want.
m = 50;
density = 2/m; % for example
rc = 0.1; % Reciprocal condition number
A = sprandsym(m, density, rc, 1);
If you don't want it in compressed column format
A = full(A);
Verify positive definiteness
chol(A);
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