image thumbnail

updated 1 day ago

nearestSPD by John D'Errico

Finding the nearest positive definite matrix (positive definite mat..., covariance matrix, covariance)

nearestSPD_demo

nearestSPD(A)

image thumbnail

updated 1 year ago

Fast Symmetric Matrix Inverse by Eric Blake

Uses LAPACK, Cholesky to invert real, positive definite, symmetric matrix. More efficient than inv. (cholesky decompositio..., covariance matrix, symmetric matrix inve...)

run_to_compile_and_test.m

image thumbnail

updated 1 year ago

Nearest positive semi-definite covariance matrix by Marco B.

Find nearest positive semi-definite matrix to a symmetric matrix that is not positive semi-definite (covariance matrix, statistics)

nearest_posdef(in)

image thumbnail

updated almost 4 years ago

A Ball Tracking Application by Fuat Cogun

The tracker implements the Covariance Tracking method to track the ball in a football match (ball, covariance, covariance matrix)

drawDetectionWindow(I,estPositionX,estPositionY,size)

findCovarianceMatrix(I, positionX, positionY, size)

getScreenSize()

image thumbnail

updated 5 years ago

Convert covariance matrix to correlation matrix by Denis

Converts covariance matrix to correlation matrix setting exactly 1-s on its main diagonal (statistics, probability, covariance matrix)

Cov2Corr(ExpCovariance)

Contact us