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

The following is not computationally efficient but very simple. You could fill a matrix $\bf A$ with random values, computed for some desired distribution. Then you define a new matrix $\bf B = \bf{A} + \bf{A}^T$ in order to get a symmetric matrix. Then you use matlab to compute the eigenvalues of this matrix. If $\mathbf{B}$ doesn't happen to be positive definite, construct a new matrix matrix by
$$\bf{C} = \bf{B} + (|\lambda_{min}| + \delta)\bf{I}$$
where $|\lambda_{min}|$ is the absolute value of the smallest eigenvalue of $\bf{B}$ and $\delta$ is some small positive constant which defines the smallest eigenvalue of the your final matrix $\bf{C}$.
