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determinant of covariance matrix
thanks for the replies. got some idea.
plus de 14 ans il y a | 0
determinant of covariance matrix
Basically I have number_of_samples < dimension_of_data Most probably this is the reason for getting a non PSD covariance matrix...
plus de 14 ans il y a | 0
Question
determinant of covariance matrix
We know that covariance matrix is a positive semi definite matrix and should have positive determinant. However, when dimensions...
plus de 14 ans il y a | 5 réponses | 0
