How can I multiply 2D matrix with it hermitian?

Hi,

How can I do this in matlab?I want to multiply a matrix with it's hermitian,as the following equation:

      M=(1/K)*sum(zkd*zkd'),

zkd is (1000*5).zkd is from a signal(size 5000) and i divide it to blocks with block size equal to 1000,and number of blocks 5.

      clear all;
  clc
  load lab2_data;
  x = radar_noise;                %  input signal
  K = 1000;                       %  K CAPITAL is Block Size
  L = length(x) - mod(length(x),K);       %  only full blocks
  zkd = reshape(x(1:L), K, []);
  Md=zeros(L,L);                 %  M ZEROS covariance matrix L*L
  for i=1:size(zkd,1);            %  LOOP covariance matrix calculation
      Mz=zkd(i,:)*zkd(i,:)';
   Md=Md+Mz;
  end
  Md=Md/K;

[Jan]

And what is wrong with the posted command?

[zayed]

The problem is when I check the results, M is(1000*1000)with all elements in have the same value.

Answer 1

[Walter Roberson]

>> zkd = rand(30,3) + i*rand(30,3);
>> R = sum(zkd * zkd');
>> size(R)
ans =
     1    30
>> R
R =
  Columns 1 through 2
           43.7252707339352 -      14.3845494385565i           37.9012903137849 -      1.21833325457709i
  Columns 3 through 4
           44.0278780546839 -      5.91428978829146i           40.0850287858898 -      10.9783386248396i

The exact values are not important, but it is clear that all of the values are not the same.

If your zkd is 1000 by 5 then zkd*zkd' is going to be 1000 by 1000, and sum(zkd*zkd') is going to be 1 by 1000, in contradiction to your indication that M is 1000 by 1000.

[zayed]

I have edited the posted thread.Md (5000*5000) with all elements have the same value,L=5000.Mz is a single value only despite it's a matrix

[Walter Roberson]

We've already gone through this.

zkd(i,:) is going to be 1 by 5. Multiply that by the 5 by 1 zkd(i,:)' and you are going to get a 1 x 1 result. And you add that one by one result to the 5 by 5 array M, which is adding a scalar and a matrix, which is defined as adding the *same* value to each matrix entry. You do that for the 5 different columns, each time getting out a scalar result that is going to be added to the entire matrix. Of course the matrix is going to come out with values that are all equal: that's how you constructed it.

Do you want to get out a 1000 x 1000 result, or a 5 by 5 result?

1000 by 1000:

zkd(:,i) * zkd(:,i)'

5 by 5:

zkd(i,:)' * zkd(i,:)

Please! Do elementary array-size checking for your multiplications.

[zayed]

how can I set Md to be 5 by 5,Md=zeros(,)?

[Walter Roberson]

Md=zeros(L,L);

[zayed]

But L=5000.and this give the following error :

??? Error using ==> unknown

Matrix dimensions must agree.

Error in ==> cov3 at 11

Md=Md+Mz;