fast_cov( X )

Versione 1.0.0.0 (587 Byte) da Joseph Betthauser
fast_cov(X): Covariance calculation 15-35% faster than MATLAB built-in cov() for high-dimensional X
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Aggiornato 15 nov 2017

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fast_cov(): Covariance calculation 15-35% faster than MATLAB built-in cov() for high-dimensional X
Input X : M x N ( # features x # samples)
Output Xcov : M x M covariance matrix
NOTE: Easy to confirm that output of fast_cov(X) == cov(X')

Cita come

Joseph Betthauser (2025). fast_cov( X ) (https://it.mathworks.com/matlabcentral/fileexchange/65070-fast_cov-x), MATLAB Central File Exchange. Recuperato .

Compatibilità della release di MATLAB
Creato con R2017b
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Versione Pubblicato Note della release
1.0.0.0

Specified that the speed boost is achieved particularly for high-dimensional data. For small data matrices, cov() is faster or equivalent.