MATLAB学习笔记.docVIP

关于协方差的计算 A=[1 4 3;2 5 6;7 6 9] cov(A) 运算结果 A = 1 4 3 2 5 6 7 6 9 ans = 10.3333 3.0000 9.0000 3.0000 1.0000 3.0000 9.0000 3.0000 9.0000 关于MATLAB的这个程序我就不说些什么了，我要说的是这个协方差是怎么算的，以协方差矩阵第一个元素为例，它是怎么得出来的? 由于你在MATLAB中得到的帮助是如下这样的：（给下面英文稍注释一下，如果X是向量，则返回方差，如果是矩阵，那么X的行是观察值，列是变量，cov（X）是协方差矩阵。） help cov cov Covariance matrix. cov(X), if X is a vector, returns the variance. For matrices, where each row is an observation, and each column a variable, cov(X) is the covariance matrix. DIAG(cov(X)) is a vector of variances for each column, and SQRT(DIAG(cov(X))) is a vector of standard deviations. cov(X,Y), where X and Y are matrices with the same number of elements, is equivalent to cov([X(:) Y(:)]). cov(X) or cov(X,Y) normalizes by (N-1) if N1, where N is the number of observations. This makes cov(X) the best unbiased estimate of the covariance matrix if the observations are from a normal distribution. For N=1, cov normalizes by N. cov(X,1) or cov(X,Y,1) normalizes by N and produces the second moment matrix of the observations about their mean. cov(X,Y,0) is the same as cov(X,Y) and cov(X,0) is the same as cov(X). The mean is removed from each column before calculating the result. Class support for inputs X,Y: float: double, single See also corrcoef, var, std, mean. Overloaded methods: gpuArray/cov fints/cov xregtwostage/cov xregmultilin/cov xregmodel/cov xreglinear/cov xregcovariance/cov localsurface/cov Reference page in Help browser doc cov 好吧，从以上英文中估计你也了解不到太多信息，还是来一个例子才能说明问题， X=[2,4,6] cov(X) 运行结果 X = 2 4 6 ans = 4 对于该向量X，方差 而对于A=[1 4 3;2 5 6;7 6 9] cov(A) 运算结果 A = 1 4 3 2 5 6 7 6 9 ans = 10.3333 3.0000 9.0000 3.0000 1.0000 3.0000 9.0000 3.0000