Problem while using covariance function cov()

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Anuja Srivastava
Anuja Srivastava 2015 年 7 月 26 日
コメント済み: Anuja Srivastava 2015 年 7 月 30 日
hello, I am new to matlab and image processing so I have a quite basic query. I read somewhere that covariance matrix can be calculate as d*d' (where d is a matrix of size 1x81920). but matlab also has an inbuilt func. cov() to find covariance matrix. So my question is how to decide which one to use? (As both of them are giving different answers)and what is the main difference between two of them?
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Jon
Jon 2015 年 7 月 26 日
Which you use depends on which definition of covariance you wish to employ. Matalb's documentation for the cov() function clearly writes how it computes covariance. The signals' means are removed and there is a bias correction factor (1/N-1).
Covariance is a single quantity, not a matrix. You can compute the covariance matrix, which is contains the variances along the diagonal and the covariances where i~=j.
Where did you read about d*d' being covariance? There is no covariance if there is only one signal (just variance).
Anuja Srivastava
Anuja Srivastava 2015 年 7 月 30 日
Thanks Jon for the explanation.. :)

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