sklearn.datasets.make_spd_matrix(n_dim, random_state=None) [source]
Generate a random symmetric, positive-definite matrix.
Read more in the User Guide.
| Parameters: |
n_dim : int The matrix dimension. random_state : int, RandomState instance or None, optional (default=None) If int, random_state is the seed used by the random number generator; If RandomState instance, random_state is the random number generator; If None, the random number generator is the RandomState instance used by |
|---|---|
| Returns: |
X : array of shape [n_dim, n_dim] The random symmetric, positive-definite matrix. |
See also
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Licensed under the 3-clause BSD License.
http://scikit-learn.org/stable/modules/generated/sklearn.datasets.make_spd_matrix.html