[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
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Reporter: shoyer | Owner: somebody
Type: defect | Status: new
Priority: normal | Milestone: Unscheduled
Component: Other | Version: 1.6.1
Keywords: |
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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
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Ticket URL: <http://projects.scipy.org/numpy/ticket/2088>
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