https://github.com/mschauer/randomtestmatrices.jl
A small module providing various random matrices. These are for testing and debugging purposes.
https://github.com/mschauer/randomtestmatrices.jl
Last synced: 4 months ago
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A small module providing various random matrices. These are for testing and debugging purposes.
- Host: GitHub
- URL: https://github.com/mschauer/randomtestmatrices.jl
- Owner: mschauer
- License: other
- Created: 2015-01-26T14:46:42.000Z (over 11 years ago)
- Default Branch: master
- Last Pushed: 2020-11-10T12:11:32.000Z (over 5 years ago)
- Last Synced: 2025-03-01T18:22:09.699Z (over 1 year ago)
- Language: Julia
- Size: 3.91 KB
- Stars: 0
- Watchers: 3
- Forks: 1
- Open Issues: 2
-
Metadata Files:
- Readme: README.md
- License: LICENSE.md
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README
# RandomTestMatrices
A small module providing random test matrices. These are for testing and debugging purposes, for random matrix ensembles with known limiting distributions, see the package RandomMatrices.jl .
randsym(d)
Gaussian random symmetric matrix of dimension ``d``.
randantisym(d)
Gaussian antisymmetric matrix
randposdef(d, n = d)
Random positive definite matrix of dimension ``d`` from the Laguerre ensemble ``n``.
randstable(d)
Random stable matrix (matrix with eigenvalues with negative real part) with dimension ``d``.
randunitary(d)
Random unitary matrix of dimension ``d``.
randorth(d)
Orthogonal matrix drawn according to the Haar measure on the group of orthogonal matrices.
randnormal(d)
Random normal matrix of dimension ``d``.