ToolsWhitening Method (Double, Double)

Computes the whitening transform for the given data, making its covariance matrix equals the identity matrix.

Namespace: Accord.Statistics
Assembly: Accord.Statistics (in Accord.Statistics.dll) Version: 3.8.0

Syntax

public static double[][] Whitening(
	double[][] value,
	out double[][] transformMatrix
)

Public Shared Function Whitening ( 
	value As Double()(),
	<OutAttribute> ByRef transformMatrix As Double()()
) As Double()()

value: Type: SystemDouble
A matrix where each column represent a variable and each row represent a observation.
transformMatrix: Type: SystemDouble
The base matrix used in the transformation.

Type: Double
The transformed source data (which now has unit variance).