[SciPy-User] [SciPy-user] Covariance matrix
Mon Feb 13 09:30:43 CST 2012
Haha, Thanks Pauli
maybe good, that I don't have that much memory.
I just realized that I was confused by the indices...
I had it the way round, before... another question:
M = X.H * X
with X being a de-trended process does give the (unscaled) covariance
> 13.02.2012 09:59, Johannes Eckstein kirjoitti:
>> how can I do a matrix multiplication of a matrix X with shape: (240001, 4)
>> M = X * X.H
>> when I do this I get the following:
>> return N.dot(self, asmatrix(other))
>> ValueError: array is too big.
>> What is the best way to avoid this error?
> The result would be a 240001 x 240001 matrix that consumes 430 GB of
> memory. Do you really have that much available?
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