Problem of generating random number from Inverse-Wishart distribution with iwishrnd
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Hi to all, I find an interesting phenomenon in using iwishrnd to generate random numbers from Inverted-Wishart distribution. In my laptop, everything is ok. However, when I move my code to a server (OS: linux), occassionally it cause errors since matlab detects that the scale matrix is not positive definite. Could anyone tell me the possible reason and solution? Thanks!
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