fns.py 文件源码

def cov(M):
    """
    Compute the sample covariance matrix of a 2D matrix.

    Parameters:
      M: `numpy array`
        2d matrix of HSI data (N x p)

    Returns: `numpy array`
        sample covariance matrix
    """
    N = M.shape[0]
    u = M.mean(axis=0)
    M = M - np.kron(np.ones((N, 1)), u)
    C = np.dot(M.T, M) / (N-1)
    return C