make_spd_matrix (original) (raw)

sklearn.datasets.make_spd_matrix(n_dim, *, random_state=None)[source]#

Generate a random symmetric, positive-definite matrix.

Read more in the User Guide.

Parameters:

n_dimint

The matrix dimension.

random_stateint, RandomState instance or None, default=None

Determines random number generation for dataset creation. Pass an int for reproducible output across multiple function calls. See Glossary.

Returns:

Xndarray of shape (n_dim, n_dim)

The random symmetric, positive-definite matrix.

Examples

from sklearn.datasets import make_spd_matrix make_spd_matrix(n_dim=2, random_state=42) array([[2.093, 0.346], [0.346, 0.218]])