Click or drag to resize

NMathFunctionsCovarianceMatrix(FloatMatrix, Boolean) Method

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

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4
Syntax
public static FloatMatrix CovarianceMatrix(
	FloatMatrix data,
	bool memoized
)

Parameters

data  FloatMatrix
Matrix.
memoized  Boolean
Memoize intermediate calculations. Improve performance at the cost of using more memory

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