Function ndarray_linalg::generate::random_hpd

pub fn random_hpd<A, S>(n: usize) -> ArrayBase<S, Ix2> where
    A: Scalar,
    S: DataOwned<Elem = A> + DataMut, 

Random Hermite Positive-definite matrix

• Eigenvalue of matrix must be larger than 1 (thus non-singular)