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Published 20 hours ago • verified publisher icon spectralpython

What if the covariance is a singular matrix?

Open zxdawn opened this issue 2 years ago • 1 comments

Sometimes, we may get a singular matrix as the covariance. The inv_cov won't work. Is it correct to use np.linalg.pinv instead of np.linalg.inv for this kind of case?

zxdawn avatar Oct 15 '23 19:10 zxdawn