sklearn.datasets.make_spd_matrix

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_dimint

The matrix dimension.

random_stateint or RandomState instance, default=None

Determines random number generation for dataset creation. Pass an int for reproducible output across multiple function calls. See Glossary.

Returns
Xarray of shape [n_dim, n_dim]

The random symmetric, positive-definite matrix.