试用软件

How to generate random positive semi-definite matrix with ones at the diagonal positions?

4 次查看（过去 30 天）

显示更早的评论

Mr M. 2015-5-26

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/218679-how-to-generate-random-positive-semi-definite-matrix-with-ones-at-the-diagonal-positions

回答： Abhiram Bhanuprakash 2015-5-26

采纳的回答： Abhiram Bhanuprakash

I can create random positive semi-definite matrix, but how to force the ones at the diagonal positions? I need a random correlation matrix.

1 个评论
显示 -1更早的评论隐藏 -1更早的评论

Mr M. 2015-5-26

Here is a function: http://www.mathworks.com/matlabcentral/fileexchange/37804-generating-correlation-matrices-based-on-the-boundaries-of-their-coefficients/content/RandomCorr.m

But I don't know the meaning of K and p !?

请先登录，再进行评论。

请先登录，再回答此问题。

采纳的回答

Abhiram Bhanuprakash 2015-5-26

1
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/218679-how-to-generate-random-positive-semi-definite-matrix-with-ones-at-the-diagonal-positions#answer_180427

在 MATLAB Online 中打开

Hi Mr. M,

I went through the code in the File Exchange submission 'RandomCorr.m' which you mentioned.

I could see that, in line 62 of that code,

p=min(eig(C));

So I guess this is to check whether the minimum eigen value of the correlation matrix is >= 0 (in other words, to check if the correlation matrix 'C' is PSD or not)

But, I am not sure about the variable 'K'. Perhaps if you refer to the paper or contact the author of the File Exchange submission himself, you would get a better answer.

See a related post here

Hope this helps,

Cheers!

Abhiram

0 个评论
显示 -2更早的评论隐藏 -2更早的评论

请先登录，再进行评论。

更多回答（0 个）

请先登录，再回答此问题。

类别

MATLAB Language Fundamentals Matrices and Arrays Operating on Diagonal Matrices

在 Help Center 和 File Exchange 中查找有关 Operating on Diagonal Matrices 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Translated by

试用软件