The function generate_randomPDmatrix
generates a random positive-definite matrix with a user-specified
condition number and with the smallest eigenvalue being 1. This can be useful when evaluating algorithms for numerical linear algebra, numerical optimization, etc., especially when studying the effects of conditioning on algorithm behavior. The script randomPDmatrix
contains the function, along with an example.
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Random generation of a positive-definite matrix with a user-specified condition number.
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Justin-Le/randomPDmatrix
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Random generation of a positive-definite matrix with a user-specified condition number.
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