[go: up one dir, main page]
Menu ▾ ▴

[2df89a]: / init / vec2covm.m  Maximize  Restore  History

Download this file

23 lines (20 with data), 659 Bytes 

 1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
% vec2covm.m: utility to make a cov matrix out of vector representation

% GUISDAP v.1.60 96-05-27 Copyright Asko Huuskonen and Markku Lehtinen

%

% creates the covariance matrix back from the storage vector form

% Needed, as the matlab matrix elements cannot be matrices themselves

%

% See also: covm2vec

%function errmatr=vec2covm(covvec)

 function errmatr=vec2covm(covvec)



 len=floor(sqrt(2*length(covvec)));

 errm=zeros(len,len);

 er=covvec(1:len)';

 ind=len;

 errm=errm+diag(ones(len,1),0);

 for i=1:len-1

   errm=errm+diag(covvec(ind+(1:(len-i))),i);

   errm=errm+diag(covvec(ind+(1:(len-i))),-i);   

   ind=ind+len-i;

 end

 

 errmatr=errm.*(er*er');