Random Matrix Generator


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  Software MATALB® MCR
Windows 64bit binaries MCR 8.1
Linux 64bit binaries, script MCR 8.0
The software are developed in MATALB® on Windows and Linux platforms. Please download and install the appropriate Matlab Compiler Runtime (MCR) as well.

The software sythesizes random realizations of low-rank and sparse matrices of specified types. These software is used in, and the matrix constructions details can be found in [1].


Synopsis

Input arguments: LS typ n frs reps fname

LS: specify either low-rank or sparse. Use L or l to indicate low-rank matrices, and S or s to indicate sparse matrices.
typ: indicates the type of the matrices. Types available for low-rank are:
  1. First order Gaussian
  2. Second order Gaussian
  3. Wishart
  4. First order Vandermonde
  5. Second order Vandermonde
Type available for sparse matrices are:
  1. Fixed
  2. Uniform
  3. Gaussian
n: size of the matrices.
frs: fractional rank or fractional sparsity of the matrix.
reps: number of realizations of the specified matrix.
fname: base file name of the matrices. reps many files will be produced each containing a comma-delimited realization of the specified matrix. E.g.: If fname is testfile and reps is 3, then three output files with names testfile.1, testfile.2, and testfile.3 will be produced.

Examples

DOS: genRandMats-1.0.exe L 1 20 0.1 3 testfile

Linux: ./run_genRandMatix_v01a.sh $MCR_DIRECTORY L 1 20 0.1 3 testfile

References

[1] V.W. Bandara, L.L. Scharf, R.C. Paffenroth, A.P. Jayasumana, and P.C. DuToit, Empirical Recovery Regions of Robust PCA, In review. (PDF available upon request)
[2] V.W. Bandara, Ph.D. Dissertation, Spring 2014.