covmatrix.m ( File view )

  • By yueqiaohuayuan 2014-11-17
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			function [C, m] = covmatrix(X)
%COVMATRIX Computes the covariance matrix of a vector population.
%   [C, M] = COVMATRIX(X) computes the covariance matrix C and the
%   mean vector M of a vector population organized as the rows of
%   matrix X. C is of size N-by-N and M is of size N-by-1, where N is
%   the dimension of the vectors (the number of columns of X).

%   Copyright 2002-2004 R. C. Gonzalez, R. E. Woods, & S. L. Eddins
%   Digital Image Processing Using MATLAB, Prentice-Hall, 2004
%   $Revision: 1.4 $  $Date: 2003/05/19 12:09:06 $

[K, n] = size(X);
X = double(X);
if n == 1 % Handle special case.
   C = 0;
   m = X;
els
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