Matrix Decomposition

Positive definite correlation matrix based on spectral decomposition. Now both for .m, C and Mex

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Cite As

Aleksander (2026). Matrix Decomposition (https://uk.mathworks.com/matlabcentral/fileexchange/31296-matrix-decomposition), MATLAB Central File Exchange. Retrieved .

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Version Published Release Notes Action
1.7.0

This update includes the program in C programming code, as well as a MEX implementation, providing potentially significant speed and memory handling enhancements.

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1.6.0

Added screenshot

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1.3.0

Updated description

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1.2.0

Removed one function

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1.0.0

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