mixmat: Generate a random mixing matrix with condition number between...

View source: R/mixmat.R

mixmatR Documentation

Generate a random mixing matrix with condition number between 1 and 2

Description

A simple function for generating a 'well behaved' random square mixing matrix

Usage

mixmat(p = 2)

Arguments

p

dimnesion of matrix

Details

Generates a random matrix by constructing its SVD. The singular values are drawn from a uniform on [1,2], hence guaranteeing a condition number between 1 and 2

Value

a pxp matrix

Author(s)

Trevor Hastie


ProDenICA documentation built on March 18, 2022, 6:28 p.m.

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