rand (MATLAB Functions) The rand function generates arrays of random numbers whose elements are uniformly distributed in the interval ( 0 , 1 ). Y = rand(n) returns an n -by- n matrix of random entries.
X = rand returns a random scalar drawn from the uniform distribution in the interval (0,1). X = rand( n ) returns an n -by- n matrix of uniformly distributed random numbers.
Use rand to generate 1000 random numbers from the uniform distribution on the interval (0,1). rng('default') % For reproducibility u = rand(1000,1); The inversion method relies on the principle that continuous cumulative distribution functions (cdfs) range uniformly over the open interval (0,1).
The matrix symmetric positive definite matrix A can be written as , A = Q'DQ , where Q is a random matrix and D is a diagonal matrix with positive diagonal elements. The elements of Q and D can be randomly chosen to make a random A.
I would like to generate a random real symmetric square matrix with entries uniformly distributed between 0 and 1.
My attempt is:
a = rand(5);
b = a + a.'
My worry is that whilst matrix a is uniformly distributed according to the documentation http://www.mathworks.com.au/help/techdoc/ref/rand.html matrix b might not be since the average of two random numbers might not be the same as the original number.
I tried to use
hist(a);
hist(b)
but not sure how to interpret the resulting graph.
EDIT: According to Oli matrix b is no longer uniformly distributed, is there a way to make it that way?
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