chenmh_pdgen.m

来自「Frequently used algorithms for numerical」· M 代码 · 共 9 行

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';