mlpy.stats.randpd

mlpy.stats.randpd(dim)[source]

Create a random positive definite matrix of size dim-by-dim.

Parameters:

dim : int

The dimension of the matrix to create.

Returns:

ndarray :

A dim-by-dim positive definite matrix.

Examples

>>> randpd()

Note

Adapted from Matlab:

Copyright (2010) Kevin Murphy and Matt Dunham
License: MIT