Here is the receipt to generate a "somewhat random" symmetric positive
definite matrix:
0- fix your n
1- allocate an n-by-n array
2- set the upper part of A to random values (negative or positive)
arrange such that the elements have magnitude of 1 about
3- set the lower part of A such that A is symmetric
(Note this step is not necessary with LAPACK since LAPACK accesses
one half of the matrix and assumes symmetry.)
4- set the diagonal to positive (>0) value,
arrange such that the diagonal elements are bigger than the off-
diagonal ones. For example sqrt(n) times bigger
Julie's code will run fine with these modifications incorporated.
julien.

