solve Error using mvnrnd "SIGMA must be a symmetric positive semi-definite matrix" in line :"wn = mvnrnd(mN,SN)"
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%apply Bayesian Linear Regression to reach 3.8 & 3.9 pics of...
%bishop book on data which X is input and T is target...
%vector(gold standard, desire output) with number N2.
%% Initialization
clear
close all
clc
N = 100; % training length----100-OK
M = 10; % model order limit-ok-0.1*100 %M is total number of parameters wj-OK
alpha = 2; %p.154-OK
beta = 25; %p.154-OK
lambda = alpha/beta; %p.153-OK -regularization factor
sgm = .1; % Gaussian kernel parameter-OK
%% a data set, a sine function data
load('DataSet.mat');x=X;
uj = linspace(0,1,M)'; % M in number of basis function[10*1]
y =T;
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% 9 Gaussian basis functions%%%%%%%%%%%%%%%%%
X = repmat(x,1,length(uj));%[100*10]
U = repmat(uj',length(x),1);%[100*10]=[length(x),length(uj)]
Phi_x = exp(-(X-U).^2/((2*sgm).^2)); % (3.4)-basis function corresponding to x
wn = normalRegEqn(Phi_x,y,lambda); % (3.28)-p.145-basis coefficients-weghts
%%
a = (randperm(numel(x),25))'; % select random--> a = randi([1 100], 25 , 1);
x1=x(a); % matrix randomly
y1=y(a);
X = repmat(x1,1,length(uj));%[25*10]
U = repmat(uj',25,1);%[25*10]
phi_xs = exp((-(X-U).^2)/((2*sgm).^2)); %[25*10]% basis corresponding to x
SN = inv(alpha*eye(M)+beta*(phi_xs)'*phi_xs);%[10*10]
mN = beta*SN*phi_xs'*y1;%[10*1]
W = [];
for lp = 1:100;
% wn = mvnrnd(zeros(M,1),eye(M)/alpha)';
wn = mvnrnd(mN,SN);%%%%??????????????????????????????????????????????????????????????????????????????????????????????
W = [W wn];
end
plotY(x, Phi_x, W, uj, sgm);
plot(x1,y1,'bo','LineWidth',3,'MarkerSize',16);
%%
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