find rank one 1xN matrix from the NxN matrix by utilizing the Gaussian randomization method

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I have genearted a NxN matrix (let us say 'V') as a CVX optimal solution. Idealy My solution should be A=sqrt(diag(V)), but sometime CVX result is such that one has to generate various random variable set of A utilizing matrix V, and choose the best A among the set. Now I want to generate rank one 1xN matrix from the NxN matrix by utilizing the Gaussian randomization method. Anyone, pl help

Answers (1)

Amanjeet Pani
Amanjeet Pani on 13 Jul 2022
As i understand you don not have the idea to use the Gaussian randomization method.
Go through the mathematics (mathematical steps) of the Gaussian randomization method and try the problem omce again
x = a*(rand(N, 1));
this is the usual syntax for using the rand() in matlab

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