Click or drag to resize

NMathFunctionsCovarianceMatrixMemoized(FloatMatrix, BiasType) Method

Creates a square, symmetric matrix containing the variances and covariances of the columns in data. Intermediate calculations are memoized.

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4
Syntax
public static FloatMatrix CovarianceMatrixMemoized(
	FloatMatrix data,
	BiasType type
)

Parameters

data  FloatMatrix
Matrix.
type  BiasType
Biased or unbiased.

Return Value

FloatMatrix
The covariance matrix.
Exceptions
ExceptionCondition
InvalidArgumentException Thrown if data has only one row.
Remarks
If C is the returned covariance matrix, then the diagonal elements C[i,i] represent the variances for the columns of data. The off-diagonal elements C[i,j] represent the covariances of columns i and j.
See Also