This function generates a symmetic positive definite ($n,n$)
covariance matrix using the algorithm in Ko et al.
Usage
makematrix(n)
Arguments
n
number of rows and columns of the matrix
Value
($n,n$) covariance matrix.
References
Ko, Lee, Queyranne, An exact algorithm for maximum entropy sampling, Operations Research 43 (1995), 684-691.
Gebhardt, C.: Bayessche Methoden in der geostatistischen Versuchsplanung. PhD Thesis, Univ. Klagenfurt, Austria, 2003
O.P. Baume, A. Gebhardt, C. Gebhardt, G.B.M. Heuvelink and J. Pilz: Network optimization algorithms and scenarios in the context of automatic mapping. Computers & Geosciences 37 (2011) 3, 289-294