[Numpy-discussion] Does Numpy's covariance function numpy.cov() work for complex data?
Rudolph van der Merwe
rudolphv at gmail.com
Wed Jul 4 04:03:21 EDT 2007
Does anyone know if Numpy's covariance calculation function, cov(),
which is located in /numpy/lib/function_base.py calculate the
covariance matrix of complex data correctly?
I.e., does it implement something like ,
P = cov(X) = 1/(N-1) * \Sum_i ( X[:,i] * transpose(X[:,i].conj()) )
--
Rudolph van der Merwe
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