mixmat {ProDenICA}

Generate a random mixing matrix with condition number between 1 and 2

Description

A simple function for generating a 'well behaved' random square mixing matrix

Usage

mixmat(p = 2)

Arguments

p

dimnesion of matrix

Details

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

Value

a pxp matrix

Author(s)

Trevor Hastie