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From: | Ivan |
Subject: | [Octave-bug-tracker] [bug #32502] cov function returns incorrect results for complex matrices |
Date: | Wed, 16 Feb 2011 09:51:19 +0000 |
User-agent: | Mozilla/5.0 (X11; U; Linux i686; en-US; rv:1.9.2.6) Gecko/20100627 Firefox/3.6.6 |
URL: <http://savannah.gnu.org/bugs/?32502> Summary: cov function returns incorrect results for complex matrices Project: GNU Octave Submitted by: lisp_hacker Submitted on: Wed 16 Feb 2011 09:51:18 AM GMT Category: Libraries Severity: 3 - Normal Priority: 5 - Normal Item Group: Incorrect Result Status: None Assigned to: None Originator Name: Originator Email: Open/Closed: Open Discussion Lock: Any Release: 3.2.4 Operating System: GNU/Linux _______________________________________________________ Details: For some reason function cov conjugates it's result: Here is the code from octave 'm/statistics/base/cov.m': x = center (x, 1); c = conj (x' * x / (n - 1)); Matlab (and other toolkits) do not conjugate it's results (Matlab code): xy = (xc' * xc) / (m-1); _______________________________________________________ Reply to this item at: <http://savannah.gnu.org/bugs/?32502> _______________________________________________ Message sent via/by Savannah http://savannah.gnu.org/
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