Difdtl (version 2.0)

genp: Generate one precision matrix.

Description

Generate one precision matrix with certain sparse degree.

Usage

genp(p, sparsity, sigma)

Arguments

p

The dim of the matrix.

sparsity

The sparse degree.

sigma

The parameter used to describe the magnitude of the non-zero element.

Value

A symetric positive definite pXp matrix.

Examples

set.seed(1)
sparsematrix<-genp(50,0.05,0.5)