[NumPy-Tickets] [NumPy] #2088: cov() fails for complex input

NumPy Trac numpy-tickets@scipy....
Wed Mar 21 05:02:14 CDT 2012


#2088: cov() fails for complex input
--------------------+-------------------------------------------------------
 Reporter:  shoyer  |       Owner:  somebody   
     Type:  defect  |      Status:  new        
 Priority:  normal  |   Milestone:  Unscheduled
Component:  Other   |     Version:  1.6.1      
 Keywords:          |  
--------------------+-------------------------------------------------------
 The cov() function in lib/function_base.py casts all input to 'float' and
 hence fails on complex inputs. Note that the code already includes the
 appropriate .conj() to handle complex inputs properly [1], so it only
 fails on complex inputs because of the type casting. This should be an
 easy fix.

 [1] http://en.wikipedia.org/wiki/Covariance_matrix#Complex_random_vectors

-- 
Ticket URL: <http://projects.scipy.org/numpy/ticket/2088>
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