mlpy.stats.stacked_randpd

mlpy.stats.stacked_randpd(dim, k, p=0)[source]

Create stacked positive definite matrices.

Create multiple random positive definite matrices of size dim-by-dim and stack them.

Parameters:

dim : int

The dimension of each matrix.

k : int

The number of matrices.

p : int

The diagonal value of each matrix.

Returns:

ndarray :

Multiple stacked random positive definite matrices.

Examples

>>> stacked_randpd()

Note

Adapted from Matlab:

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