wolffd@0: function M = rand_psd(d, d2, k)
wolffd@0: % Create a random positive definite matrix of size d by d by k (k defaults to 1)
wolffd@0: % M = rand_psd(d, d2, k)   default: d2 = d, k = 1
wolffd@0: 
wolffd@0: if nargin<2, d2 = d; end
wolffd@0: if nargin<3, k = 1; end
wolffd@0: if d2 ~= d, error('must be square'); end
wolffd@0: 
wolffd@0: M = zeros(d,d,k);
wolffd@0: for i=1:k
wolffd@0:   A = rand(d);
wolffd@0:   M(:,:,i) = A*A';
wolffd@0: end