mardi 4 septembre 2018

How to generate random invertible symmetric positive semidefinite matrix?

How can I generate a random, invertible, symmetric, positive semidefinite matrix using MATLAB?

I found this Python code:

matrixSize = 10
A = random.rand(matrixSize,matrixSize)
B = numpy.dot(A,A.transpose())

But I am not sure if this generates random positive semi-define matrix B.




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