How does function std process complex numbers
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In function S = std(A), there are complex numbers in matrix A. How does std calculate on complex numbers?
Thanks
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John D'Errico
2019-7-15
编辑:John D'Errico
2019-7-15
std uses the formula that is given by David, which is just the standard fornula, with no difference for complex inputs. But just to add a couple of useful formulas that apply for complex arguments:
var(V) = var(real(V)) + var(imag(V))
std(V) = sqrt(std(real(V))^2 + std(imag(V))^2 )
For example:
V = rand(1,5) + rand(1,5)*i;
var(V)
ans =
0.20393
var(real(V)) + var(imag(V))
ans =
0.20393
std(V)
ans =
0.45159
sqrt(std(real(V))^2 + std(imag(V))^2 )
ans =
0.45159
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