gen_rand_spd
Simple function to generate a random symmetric positive definite matrix with a specified condition number in Matlab
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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.
인용 양식
Eike Petersen (2026). gen_rand_spd (https://github.com/e-pet/gen_rand_spd/releases/tag/1.0), GitHub. 검색 날짜: .
| 버전 | 퍼블리시됨 | 릴리스 정보 | Action |
|---|---|---|---|
| 1.0 |
