How to create positive semidefinite matrix from random value ?

29 views (last 30 days)
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

Walter Roberson
Walter Roberson on 8 Jan 2021
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 MATLAB 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!