Add an optional upper bound argument to random_positive_definite_matrix().

diff --git a/random_positive_definite_matrix.m b/random_positive_definite_matrix.m
index fb3be2c372a0840e75baed6cf7561a9ffd9fb093..9b3f0f06b8625bcd8ffe3d8f8d807b0bd7427481 100644 (file)
--- a/random_positive_definite_matrix.m
+++ b/random_positive_definite_matrix.m
@@ -1,4 +1,4 @@
-function A = random_positive_definite_matrix(integerN)
+function A = random_positive_definite_matrix(integerN, max_entry = realmax)
   %
   % Generate a random, symmetric positive-definite (SPD) matrix.
   %
@@ -13,12 +13,14 @@ function A = random_positive_definite_matrix(integerN)
   %
   %   - ``integerN`` -- The dimension of the resulting matrix.
   %
+  %   - ``max_entry`` -- (optional) Upper bound on the entries.
+  %
   % OUTPUT:
   %
   %   - ``A`` -- A symmetric, positive definite matrix.
   %
   U = random_orthogonal_matrix(integerN);
-  d = unifrnd(eps, realmax, 1, integerN);
+  d = unifrnd(eps, max_entry, 1, integerN);
   D = diag(d);
   A = U*D*U';
 end