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_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.

See also

make_sparse_spd_matrix

Generate a sparse symmetric definite positive matrix.

Examples

>>> from sklearn.datasets import make_spd_matrix
>>> make_spd_matrix(n_dim=2, random_state=42)
array([[2.09..., 0.34...],
       [0.34..., 0.21...]])