From: Michael Orlitzky <michael@orlitzky.com>
Date: Fri, 22 Mar 2013 07:47:09 +0000 (-0400)
Subject: Add an optional upper bound argument to random_positive_definite_matrix().
X-Git-Url: https://gitweb.michael.orlitzky.com/?a=commitdiff_plain;h=dd4952297ff354dc22696eb88c573198f2397348;p=octave.git

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 fb3be2c..9b3f0f0 100644
--- 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