function [ a, seed ] = r8po_random ( n, seed ) %*****************************************************************************80 % %% R8PO_RANDOM randomizes a R8PO matrix. % % Discussion: % % The R8PO storage format is appropriate for a symmetric positive definite % matrix and its inverse. (The Cholesky factor of a R8PO matrix is an % upper triangular matrix, so it will be in R8GE storage format.) % % Only the diagonal and upper triangle of the square array are used. % This same storage scheme is used when the matrix is factored by % R8PO_FA, or inverted by R8PO_INVERSE. For clarity, the lower triangle % is set to zero. % % The matrix computed here is not simply a set of random numbers in % the nonzero slots of the R8PO array. It is also a positive definite % matrix. It is computed by setting a "random" upper triangular % Cholesky factor R, and then computing A = R'*R. % The randomness is limited by the fact that all the entries of % R will be between 0 and 1. A truly random R is only required % to have positive entries on the diagonal. % % Licensing: % % This code is distributed under the GNU LGPL license. % % Modified: % % 16 February 2005 % % Author: % % John Burkardt % % Parameters: % % Input, integer N, the order of the matrix. % N must be positive. % % Input, integer SEED, a seed for the random number generator. % % Output, real A(N,N), the R8PO matrix. % % Output, integer SEED, an updated seed for the random number generator. % % % Set the whole matrix to zero. % a(1:n,1:n) = 0.0; for i = n : -1 : 1 % % Set row I of R. % for j = i : n [ a(i,j), seed ] = r8_uniform_01 ( seed ); end % % Consider element J of row I, last to first. % for j = n : -1 : i % % Add multiples of row I to lower elements of column J. % a(i+1:j,j) = a(i+1:j,j) + a(i,i+1:j)' * a(i,j); % % Reset element J. % a(i,j) = a(i,i) * a(i,j); end end return end