clcticm=3;A = randn(3,3, m);J=blkdiag(eye(3),-eye(2));B=rand(2,3);C=hilb(2);for j=1:mA(:,:,j) = 0.5*(A(:,:,j)+A(:,:,j)'); A(:,:,j) = A(:,:,j) + 5*eye(3);K=[A(:,:,j),B';B,C];L1(:,:,j) = chol(A(:,:,j),'lower');g(:,:,j)=L1(:,:,j)';I(:,:,j)=inv(g(:,:,j));L2(:,:,j)=B*I(:,:,j);B(:,:,j)=L2(:,:,j)*L1(:,:,j)';G(:,:,j)=(C+L2(:,:,j)*L2(:,:,j)');L3(:,:,j) = chol(G(:,:,j),'lower');L(:,:,j)=[L1(:,:,j) zeros(3,2);L2(:,:,j) L3(:,:,j)];endtoc
MATLAB: I want to generate 2000 matrices for statistical analysis, when I put m=2 the code works but for greater then m it gives error like that “Error using ‘ Transpose on ND array is not defined. Use PERMUTE instead.” see the code
random matricesstatistical analysis
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