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inverse covariance
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ikroeker committed Jun 30, 2023
1 parent c999440 commit 649d482
Showing 1 changed file with 3 additions and 1 deletion.
4 changes: 3 additions & 1 deletion aMRPC/datatools.py
Original file line number Diff line number Diff line change
Expand Up @@ -818,7 +818,9 @@ def gen_cov_mx_4lh_noex(phi, s_sigma_n, s_sigma_p):
Q = np.eye(phi.shape[0]) * s_sigma_n
R = np.eye(phi.shape[1]) * s_sigma_p
cov_mx = phi @ R @ phi.T + Q
# cov_mx_inv = np.linalg.pinv(cov_mx)
# try:
# cov_mx_inv = np.linalg.pinv(cov_mx)
# except:
# inverse according to eq. (A.9) in Rasmussen and Williams
Q_inv = np.ascontiguousarray(np.eye(phi.shape[0]) / s_sigma_n)
R_inv = np.ascontiguousarray(np.eye(phi.shape[1]) / s_sigma_p)
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