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CreateMatrixRandomPositiveDefiniteT(Int32, IContinuousDistribution) Method

Create a new positive definite dense matrix where each value is the product of two samples from the provided random distribution.

Namespace: Altaxo.Calc.LinearAlgebra
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3572.0 (4.8.3572.0)
Syntax
C#
Copy
public static Matrix<T> RandomPositiveDefinite<T>(
	int order,
	IContinuousDistribution distribution
)
where T : struct, new(), IEquatable<T>, IFormattable

Parameters

order  Int32
The order.
distribution  IContinuousDistribution
The distribution.

Type Parameters

T
The element type of the matrix to create.

Return Value

MatrixT
A positive definite dense matrix.
See Also