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_dim : int The matrix dimension. random_state : int, RandomState instance or None (default) Determines random number generation for dataset creation. Pass an int for reproducible output across multiple function calls. See Glossary.
Returns:	X : array of shape [n_dim, n_dim] The random symmetric, positive-definite matrix.

See also

make_sparse_spd_matrix