comparison toolboxes/FullBNT-1.0.7/KPMtools/rand_psd.m @ 0:e9a9cd732c1e tip

first hg version after svn

+function M = rand_psd(d, d2, k)
+% Create a random positive definite matrix of size d by d by k (k defaults to 1)
+% M = rand_psd(d, d2, k)   default: d2 = d, k = 1
+
+if nargin<2, d2 = d; end
+if nargin<3, k = 1; end
+if d2 ~= d, error('must be square'); end
+
+M = zeros(d,d,k);
+for i=1:k
+  A = rand(d);
+  M(:,:,i) = A*A';
+end