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find rank one 1xN matrix from the NxN matrix by utilizing the Gaussian randomization method

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vikas Kumar
vikas Kumar 2022-7-1
回答： Amanjeet Pani 2022-7-13
I have genearted a NxN matrix (let us say 'V') as a CVX optimal solution. Idealy My solution should be A=sqrt(diag(V)), but sometime CVX result is such that one has to generate various random variable set of A utilizing matrix V, and choose the best A among the set. Now I want to generate rank one 1xN matrix from the NxN matrix by utilizing the Gaussian randomization method. Anyone, pl help

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Amanjeet Pani
Amanjeet Pani 2022-7-13
As i understand you don not have the idea to use the Gaussian randomization method.
Go through the mathematics (mathematical steps) of the Gaussian randomization method and try the problem omce again
x = a*(rand(N, 1));
this is the usual syntax for using the rand() in matlab

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