How to generate random symmetric positive definite matrices using MATLAB? Could anybody tell me how to generate random symmetric positive definite matrices using MATLAB?

A usual way in Bayesian statistics is to sample from a probability measure on real symmetric positive-definite matrices such as Wishart (or Inverse-Wishart).
I don't use Matlab but a quick check on Google gives this command (available in the Statistics toolbox):
W = wishrnd(Sigma,df)
where Sigma is some user-fixed positive definite matrix such as the identity and df are degrees of freedom.
