mvlaprnd(d,MU,SIGMA​)

バージョン 1.0.0.0 (1.51 KB) 作成者: Arun M
Generate multivariate laplacian random numbers
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更新 2017/2/21

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The program generates random numbers from a multivariate Laplacian distribution. Multivariate Laplacian random number generator is of significance since this distribution is one of the sparse distributions which is commonly encountered in speech and image signals. For most of the natural signals, there exist a sparse representation of the signal where multivariate Laplace distributions can be widely used.

引用

Arun M (2024). mvlaprnd(d,MU,SIGMA) (https://www.mathworks.com/matlabcentral/fileexchange/61467-mvlaprnd-d-mu-sigma), MATLAB Central File Exchange. 取得済み .

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1.0.0.0

The condition for checking positive definiteness of covariance matrix is modified.