ndarray_linalg::generate

Function random_hpd_using

source 
pub fn random_hpd_using<A, S, R>(n: usize, rng: &mut R) -> ArrayBase<S, Ix2>
where
    A: Scalar,
    S: DataOwned<Elem = A> + DataMut,
    R: Rng,
Expand description

Random Hermite Positive-definite matrix with given RNG

  • Eigenvalue of matrix must be larger than 1 (thus non-singular)
  • See random_hpd for using default RNG.