public static Covariance ( Matrix source, VectorType t = VectorType.Col ) : Matrix | ||
source | Matrix | Source for the. |
t | VectorType | (Optional) Row or Column sum. |
return | Matrix |
/// <summary>Generates.</summary> /// <param name="matrix">The matrix.</param> public void Generate(Matrix matrix) { // generate centered matrix // (using a copy since centering is in place) X = matrix .Copy() .Center(VectorType.Col); // compute eigen-decomposition // of covariance matrix var eigs = X.Covariance().Eigs(); Eigenvalues = eigs.Item1; Eigenvectors = eigs.Item2; }
/// <summary>A Matrix extension method that covariances.</summary> /// <param name="source">The source to act on.</param> /// <param name="t">(Optional) Row or Column sum.</param> /// <returns>A Matrix.</returns> public static Matrix Covariance(this Matrix source, VectorType t = VectorType.Col) { return(Matrix.Covariance(source, t)); }