Skip to content

Random generation of a positive-definite matrix with a user-specified condition number.

License

Notifications You must be signed in to change notification settings

Justin-Le/randomPDmatrix

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

6 Commits
 
 
 
 
 
 

Repository files navigation

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.

About

Random generation of a positive-definite matrix with a user-specified condition number.

Topics

Resources

License

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Languages