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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.

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Licensed under the 3-clause BSD License.
http://scikit-learn.org/stable/modules/generated/sklearn.datasets.make_spd_matrix.html