function j = manova(n,m1,m2,isreal); %MANOVA The MANOVA matrix. % MANOVA(N,M1,M2,ISREAL) generates an N x N MANOVA matrix. % If ISREAL = 1 then the elements of W are real. % If ISREAL = 0 then the elements of W are complex. % % N , M1 , and M2 are integers while ISREAL equals either 0 or 1. % N < M1. % J is an N x N matrix. % % References: % [1] Alan Edelman, Handout 3: Experiments with Classical % Matrix Ensembles, Fall 2004, % Course Notes 18.338. % [2] Alan Edelman, Random Matrix Eigenvalues. % [3] R. J. Muirhead, Aspects of Multivariate Statistical Theory, % John Wiley & Sons, New York, 1982. % % % Alan Edelman and Raj Rao, Sept. 2004. % $Revision: 1.0 $ $Date: 2004/09/10 23:55:18 $ w1 = wishart(n,m1,isreal); % Generate Wishart Matrices w2 = wishart(n,m2,isreal); j = (w1 + w2) \ w1;