How to create positive semidefinite matrix from random value ?

I form a matrix A in matlab as
A=rand(50);
I want to know how to make symmetric matrix using equation
A=0.5 *(A+A');
but how can I make it positive semidefinite matrix?

 Accepted Answer

A = rand(50);
A = 0.5 *(A+A');
issymmetric(A)
ans = logical
1
d = eig(A)
d = 50×1
-2.6403 -2.3499 -2.3084 -2.1472 -2.0568 -1.9520 -1.8574 -1.5880 -1.5540 -1.4120
all(imag(d) == 0 & d >= 0)
ans = logical
0
APos = A'*A;
issymmetric(APos)
ans = logical
1
d = eig(APos)
d = 50×1
0.0000 0.0048 0.0360 0.0436 0.0506 0.0978 0.1031 0.1715 0.1725 0.1929
all(imag(d) == 0 & d >= 0)
ans = logical
1

More Answers (0)

Categories

Find more on Weather and Atmospheric Science in Help Center and File Exchange

Community Treasure Hunt

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

Start Hunting!