random_hpd_using

scirs2_series::gpu_acceleration::ndarray::compat::ndarray_linalg

Function random_hpd_using 

Source 
pub fn random_hpd_using<A, S, R>(
    n: usize,
    rng: &mut R,
) -> ArrayBase<S, Dim<[usize; 2]>>
where
    A: Scalar,
    S: DataOwned<Elem = A> + DataMut,
    R: Rng,
Expand description

Random Hermite Positive-definite matrix with given RNG

  • Eigenvalue of matrix must be larger than 1 (thus non-singular)
  • See random_hpd for using default RNG.