** Transforms **

My solution in python: daubTest3.py First, I set up the vectors with zero mean and unit variance and then form the covariance matrix:
Solving the eigenvalues that satisfy the equation of a square matrix times the eigenvector and a scalar: Rearranging the equation in preparation to solve the determinant of the coefficient matrix: There are three scalar values, which means that there are three eigenvalues of the original matrix: The eigenvalues are 1, 0, and 3:
Values of vector x: Covariance of x: Eigenvalues of x: Source code: num-cov.py |