chenmh_pdgen.m

Frequently used algorithms for numerical analysis and signal processing

function A = Chenmh_PDgen(N,mul)
% By Chen minhua, 2005/06/24.
% Positive definite matrix generation.
T = randn(N,N);
[U,S0,V0] = svd(T);
S = mul*rand(N,1);
A = U*diag(S)*U';