X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=src%2Ftest%2FOLD_TEST_MATLAB%2Fcovariance.m;fp=src%2Ftest%2FOLD_TEST_MATLAB%2Fcovariance.m;h=839c33ccb1ba4a463befaeb1fcf769fe3491dd21;hb=7b2720733e9aebe177c211119a9ec160c7e7117b;hp=0000000000000000000000000000000000000000;hpb=4725af564bfdbeb40d0caf7f124ab94ac05a97eb;p=valse.git diff --git a/src/test/OLD_TEST_MATLAB/covariance.m b/src/test/OLD_TEST_MATLAB/covariance.m new file mode 100644 index 0000000..839c33c --- /dev/null +++ b/src/test/OLD_TEST_MATLAB/covariance.m @@ -0,0 +1,9 @@ +%covariance matrix for tests on synthetic data: A(i,j) = a^|i-j| +function[A] = covariance(p,a) + + A = a*ones(p,p); + for i=1:p + A(i,:) = A(i,:) .^ abs(i-(1:p)); + end + +end