mixmat {ProDenICA} | R Documentation |
A simple function for generating a 'well behaved' random square mixing matrix
mixmat(p = 2)
p |
dimnesion of matrix |
Generates a random matrix by constructing its SVD. The singular values are drawn from a uniform on [1,2], hence guaranteeing a condition number between 1 and 2
a pxp matrix
Trevor Hastie