use mvnrnd to generate random numbers

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yosh
yosh 2020 年 11 月 8 日
I want to use mvnrnd to generate random numbers with a multivariate normal distribution. However, I get an error saying "sigma must be a symmetric anti-positive matrix" and cannot execute it. Even if we confirmed the covariance, the value was semi-positive including 0, and we also confirmed that it was symmetric using issymmetric. I checked it many times and got an error even though it was a symmetric definite matrix. I would like to know the solution.

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