How to use choleskey decomposition?

2 views (last 30 days)
RADHIKA GOUR
RADHIKA GOUR on 14 Feb 2013
Hi i am generating correlated rayleigh fading factors using command alpha=V*L where V is uncorrelated gaussian random numbers and rho is correlation matrix. L is obtained as chol(rho,'lower') but sometime i am getting error Error using ==> chol Matrix must be positive definite. Can anyone help me?

Sign in to answer this question.

Answers (0)

Categories

Find more on Linear Algebra in Help Center and File Exchange

Tags

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!