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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
public static double[][] Whitening(
	double[][] value,
	out double[][] transformMatrix
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Type: SystemDouble
A matrix where each column represent a variable and each row represent a observation.
Type: SystemDouble
The base matrix used in the transformation.

Return Value

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