topic Re: MathCAD Function to create Positive Definite Matrices? in PTC Mathcad
https://community.ptc.com/t5/PTC-Mathcad/MathCAD-Function-to-create-Positive-Definite-Matrices/m-p/482950#M173018
<P>Positive Definite Matrices of any size like 10 cannot be answered as their are thoudands of matrices that will fit this bill, so there is no function. </P>
<P>You can take eigenvals(M) of a matrix M to prove it is positive definite. </P>
<P>The simplest to produce is a square matrix size(n,n) that has the two positive eigenvalues 1 and n+1</P>
<P>The code enclosed has created such a function that will create a positive definite matrix of any size n x n.</P>Thu, 31 Aug 2017 09:49:23 GMTterryhendicott2017-08-31T09:49:23ZMathCAD Function to create Positive Definite Matrices?
https://community.ptc.com/t5/PTC-Mathcad/MathCAD-Function-to-create-Positive-Definite-Matrices/m-p/482936#M173013
<P>Does MathCAD offer a function that creates Real, Positive Definite Matrices of a specified size? For example, say I'd like a square matrix of size 10 x 10 that is positive definite. Is there a function that does this?</P>
<P> </P>
<P>Alternately, if that is not available, perhaps I could use a work-around: create the Lower Triangular (L), or Upper Triangular (U), portion of a symmetric matrix, multiply it myself to create the full symmetric matrix. Hopefully, the result would be a positive definite matrix. Does MathCAD offer a function that outputs L or U?</P>Thu, 03 May 2018 13:29:07 GMThttps://community.ptc.com/t5/PTC-Mathcad/MathCAD-Function-to-create-Positive-Definite-Matrices/m-p/482936#M173013dbinner2018-05-03T13:29:07ZRe: MathCAD Function to create Positive Definite Matrices?
https://community.ptc.com/t5/PTC-Mathcad/MathCAD-Function-to-create-Positive-Definite-Matrices/m-p/482950#M173018
<P>Positive Definite Matrices of any size like 10 cannot be answered as their are thoudands of matrices that will fit this bill, so there is no function. </P>
<P>You can take eigenvals(M) of a matrix M to prove it is positive definite. </P>
<P>The simplest to produce is a square matrix size(n,n) that has the two positive eigenvalues 1 and n+1</P>
<P>The code enclosed has created such a function that will create a positive definite matrix of any size n x n.</P>Thu, 31 Aug 2017 09:49:23 GMThttps://community.ptc.com/t5/PTC-Mathcad/MathCAD-Function-to-create-Positive-Definite-Matrices/m-p/482950#M173018terryhendicott2017-08-31T09:49:23ZRe: MathCAD Function to create Positive Definite Matrices?
https://community.ptc.com/t5/PTC-Mathcad/MathCAD-Function-to-create-Positive-Definite-Matrices/m-p/482951#M173019
<P>Sorry forgot the file</P>Thu, 31 Aug 2017 09:50:35 GMThttps://community.ptc.com/t5/PTC-Mathcad/MathCAD-Function-to-create-Positive-Definite-Matrices/m-p/482951#M173019terryhendicott2017-08-31T09:50:35Z