covmats.get_SPD_sparse_example

covmats.get_SPD_sparse_example(n: int, seed: int, diag_mean: float = 10.0) → csc_array

Create a symmetric positive definite matrix.

Parameters:

• n (int) – Number of elements.

• seed (int) – Random seed.

Returns:

CSC sparse SPD.

Return type:

sp.sparse.cscarray