gen_rand_spd

Version 1.0 (2.78 KB) by Eike Petersen
Simple function to generate a random symmetric positive definite matrix with a specified condition number in Matlab
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Updated 21 Dec 2021
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gen_rand_spd

A simple function to generate a random symmetric positive definite matrix with a specified condition number in Matlab.

Based on the specified condition number, a set of eigenvalues is generated. Then, an orthonormal eigenvector matrix U is generated using the RandOrthMat FEX function by Ofek Shilon, and the result is given by SPD=UDU'. (The distribution of the matrices U is uniform over the manifold O(n) w.r.t. the induced R^(n^2) Lebesgue measure.)

This script has been developed while I was at the University of Lübeck, with the Institute for Electrical Engineering in Medicine.

Cite As

Eike Petersen (2026). gen_rand_spd (https://github.com/e-pet/gen_rand_spd/releases/tag/1.0), GitHub. Retrieved .

MATLAB Release Compatibility
Created with R2019b
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
1.0

To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.