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    Last Modified: January 9, 2017

    Computes the covariance matrix of the input elements. c = covarmx(x, y) and c = covarmx(x, y, 1) are equivalent to covarmx([x(:), y(:)]).


    c = covarmx(x)
    c = covarmx(x, option)
    c = covarmx(x, y)
    c = covarmx(x, y, option)
    Legacy name: cov



    Real or complex matrix. Each column of x represents one vector of observed samples from one variable. Each row of x represents an observation from each variable. If x has only one row, MathScript returns a zero matrix. If x is a vector, MathScript returns the first element in the result of using covarmx(x, x).


    Real or complex matrix of the same size as x.


    Specifies whether to normalize x by n or n-1, where n is the length of x when x is a vector or the number of the rows in x when x is a matrix. option is an integer that accepts the following values.

    Name Description
    0 (default)

    Normalizes x by n-1.


    Normalizes x by n.



    Covariance matrix. If you specify c = covarmx(x, y) or c = covarmx(x, y, 1), c returns a 2-by-2 matrix.

    C = covarmx(rand(5, 6), 1)
    C = covarmx(rand(5, 1), rand(5, 1), 1)

    Where This Node Can Run:

    Desktop OS: Windows

    FPGA: Not supported

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