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sklearn.datasets.make_spd_matrix¶
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sklearn.datasets.make_spd_matrix(n_dim, random_state=None)[source]¶ Generate a random symmetric, positive-definite matrix.
Read more in the User Guide.
Parameters: n_dim : int
The matrix dimension.
random_state : int, RandomState instance or None, optional (default=None)
If int, random_state is the seed used by the random number generator; If RandomState instance, random_state is the random number generator; If None, the random number generator is the RandomState instance used by np.random.
Returns: X : array of shape [n_dim, n_dim]
The random symmetric, positive-definite matrix.
See also