[Numpy-discussion] Does Numpy's covariance function numpy.cov() work for complex data?

Rudolph van der Merwe rudolphv@gmail....
Wed Jul 4 03:03:21 CDT 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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