[SciPy-user] How to generate random positive definite matrix
Mon Jun 11 19:26:07 CDT 2007
On 6/12/07, Anne Archibald <firstname.lastname@example.org> wrote:
> On 11/06/07, David Cournapeau <email@example.com> wrote:
> > Yes, I need them to as parameters of multivariate gaussian. so they need
> > to be real, not hermitian.
> Oh, I forgot to say: I wrote a multivariate Gaussian random number
> generator (takes a covariance matrix as input) and some tools to
> compare covariance matrices. They're not perfect (in particular the
> testing is a bit limited) but if they come in handy I'd be happy to
> put them under a BSD license or contribute them to scipy.
That would be a great addition to the cookbook if it's not wanted for
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