Open numpy-gitbot opened 11 years ago
Original ticket http://projects.scipy.org/numpy/ticket/2137 on 2012-05-20 by trac user mph, assigned to unknown.
The cov function fails with complex data due to line 1990 in function_base.py
X = array(m, ndmin=2, dtype=float)
For example, with a = np.array(((1, 2, 3),(1j, 2j, 3j)))
np.cov(a) gives
array([[ 1., 0.], [ 0., 0.]])
whereas the correct answer is
array([[ 1., -1.j], [ 1.j, 1.]])
Original ticket http://projects.scipy.org/numpy/ticket/2137 on 2012-05-20 by trac user mph, assigned to unknown.
The cov function fails with complex data due to line 1990 in function_base.py
X = array(m, ndmin=2, dtype=float)
For example, with a = np.array(((1, 2, 3),(1j, 2j, 3j)))
np.cov(a) gives
array([[ 1., 0.], [ 0., 0.]])
whereas the correct answer is
array([[ 1., -1.j], [ 1.j, 1.]])