Module Randm¶
Introduction¶
Random matrices for testing purposes. I did not figure out the actual distributions the matrices are drawn from.
Reference¶
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Randm.
randposdef
(d)¶ Random positive definite matrix of dimension
d
.
-
Randm.
randstable
(d)¶ Random stable matrix (matrix with eigenvalues with negative real part) with dimension
d
.
-
Randm.
randunitary
(d)¶ Random unitary matrix of dimension
d
.
-
Randm.
randorth
(d)¶ Orthogonal matrix drawn according to the Haar measure on the group of orthogonal matrices.
-
Randm.
randnormal
(d)¶ Random normal matrix.