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matrixjulialinear-algebranumerical-methods

Generate Positive Definite Matrix in Julia?

In Julia, is there any function or way to generate a positive definite matrix of arbitrary size/dimensions? I know the package PSDMatrices can technically do this, but it returns an object that is not of the matrix type, so thus many functions do not have methods for it.

Solution

  • If you generate a PSDMatrix m with the PSDMatrices package, Matrix(m) will give you a matrix type.