sklearn.datasets.make_spd_matrix

sklearn.datasets.make_spd_matrix(n_dim, random_state=None)

Generate a random symmetric, positive-definite matrix.

Read more in the User Guide.

Parameters:

n_dim : int

The matrix dimension.

random_state : int, RandomState instance or None (default)

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

Returns:

X : array of shape [n_dim, n_dim]

The random symmetric, positive-definite matrix.