The function generate_randomPDmatrix generates a random positive-definite matrix with a user-specified
condition number and with the smallest eigenvalue being 1. This can be useful when evaluating algorithms for numerical linear algebra, numerical optimization, etc., especially when studying the effects of conditioning on algorithm behavior. The script randomPDmatrix contains the function, along with an example.
Justin-Le/randomPDmatrix
Folders and files
| Name | Name | Last commit date | ||
|---|---|---|---|---|