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How to coup with matrix dimension?

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Tallha Akram
Tallha Akram 2012-9-14
I have equation e.g a* (b*b') to update Covariance Matrix.
a=(200 * 2) 200 rows and 2 cols
b=(200 * 2)
I need an output of dimension (2 * 2), How to deal with this problem. Is there any mathematical Concept i am Lacking?
Thanks in Advance.

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回答（1 个）

Wayne King
Wayne King 2012-9-14
编辑：Wayne King 2012-9-14
a = randn(200,2);
c = a'*a;
You can just use cov()
a = randn(200,2);
y = cov(a);
The equivalence can be made exact by scaling the output of a'*a along with zero-meaning the columns.
So compare:
a = randn(200,2);
ac = bsxfun(@minus,a,sum(a,1)/200);
(ac'*ac)/199
with
cov(a)
  2 个评论
Tallha Akram
Tallha Akram 2012-9-14
Dear King, b matrix can only be of either dimension (2*2) or (200,200) , as i am taking transpose.
Wayne King
Wayne King 2012-9-14
I'm not sure what you're saying. If you have a 200x2 matrix, the covariance matrix is 2x2

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