[R] Generate positive definite matrix with constraints

[Gabor Grothendieck]

On Sun, May 19, 2013 at 10:33 AM, mary <mary.dama at libero.it> wrote:
>
> Sorry in the previuos message I've inverted:  I would like generate ...
> "same eigenvectors and different eigenvalues"

Try this:

m0 <- 5 + matrix(c(.05, -.05, -.05, .05), 2)
m0.values <- eigen(m0)$values
with(eigen(matrix(rnorm(4), 2)), vectors %*% diag(m0.values) %*% solve(vectors))