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ProDenICA (version 1.1)

mixmat: 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

Value

a pxp 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