How to use choleskey decomposition?

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RADHIKA GOUR
RADHIKA GOUR 2013 年 2 月 14 日
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?

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