| 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));
}