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Sparse normally distributed random matrix

creates a
sparse matrix that has the same sparsity pattern as the matrix `R`

= sprandn(`S`

)`S`

, but
with normally distributed random entries with mean `0`

and variance
`1`

.

`sprandn`

is designed to produce large matrices with small density and will generate significantly fewer nonzero values than requested if`m*n`

is small or`density`

is large.