I want to generate 2000 matrices for statistical analysis, when I put m=2 my 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 my code
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Farooq Aamir
am 30 Okt. 2018
Kommentiert: Farooq Aamir
am 30 Okt. 2018
clc
tic
m=3;
A = randn(3,3, m);
J=blkdiag(eye(3),-eye(2));
B=rand(2,3);
C=hilb(2);
for j=1:m
A(:,:,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)];
end
toc
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