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How can I create sparse symmetric positive definite linear system?

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D
D on 6 Aug 2013
Commented: sai chand on 17 Jul 2019
Dear All :) I'm looking for sparse symmetric positive definite linear system Ax=b. Is it possible to generate it in Matlab? I need matrix A about 50x50 (maximum 100x100 - minimum 20x20) and vector b. It might be floating point numbers... I prefer not compressed format ;)
Thank you in advance.
D.

Accepted Answer

Richard Brown
Richard Brown on 6 Aug 2013
Edited: Richard Brown on 6 Aug 2013
sprandsym is what you want.
m = 50;
density = 2/m; % for example
rc = 0.1; % Reciprocal condition number
A = sprandsym(m, density, rc, 1);
If you don't want it in compressed column format
A = full(A);
Verify positive definiteness
chol(A);
  4 Comments
sai chand
sai chand on 17 Jul 2019
I needed to generate a symmetric sparse positive definite matrix. can you help me in that?

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