[SciPy-user] How to generate random positive definite matrix
Sun Jun 10 22:32:02 CDT 2007
I need to generate random positive definite matrix, mainly for
testing purpose. Before, I was generating them using a random matrix A
given by randn, and computing A'A. Unfortunately, if A is singular, so
is A'A. Is there a better way to do than testing whether A is singular ?
They do not need to follow a specific distribution (but I would like to
avoid them to follow a really special "pattern").
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