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Makematrix >> Makematrix > makematrix_normal

makematrix_normal

Returns a normal random matrix

Calling Sequence

A = makematrix_normal ( n )

Parameters

n :

a 1-by-1 matrix of doubles, integer value, the size of the matrix to return

A :

a n-by-n matrix of doubles

Description

Returns a random matrix of size n following normal law with average 0 and standard deviation 1

Uses the "grand" function, which has better statistical properties than "rand".

See Edelman's for properties of these matrices. A normal matrix is not typical... Random matrices from normal law are very well conditionned.

Examples

A = makematrix_normal ( 5 )

Authors

Bibliography

Nicolas Higham, Accuracy and Stability of Numerical Algorithms, A Gallery of Test Matrices


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