bmatthiesen/random-psd-matrices bmatthiesen/random-psd-matrices

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    MATLAB
  • License
    GNU General Publi...
  • Created over 6 years ago
  • Updated about 6 years ago
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bmatthiesen/random-psd-matrices
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Repository Details

Source code for "Sampling Uniformly From the Set of Positive Definite Matrices With Trace Constraint" by Martin Mittelbach, Bho Matthiesen, and Eduard Jorswieck, IEEE Transactions on Signal Processing, vol. 60, no. 5, pp. 2167-2179, May 2012.

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