How to use choleskey decomposition?

3 次查看（过去 30 天）
RADHIKA GOUR
RADHIKA GOUR 2013-2-14
Hi i am generating correlated rayleigh fading factors using command alpha=V*L where V is uncorrelated gaussian random numbers and rho is correlation matrix. L is obtained as chol(rho,'lower') but sometime i am getting error Error using ==> chol Matrix must be positive definite. Can anyone help me?

请先登录，再回答此问题。

回答（0 个）

类别

在 Help Center 和 File Exchange 中查找有关 Linear Algebra 的更多信息

标签

Community Treasure Hunt

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

Start Hunting!

Translated by