但是在有些用到协方差的算法中, 分母使用了N,而不是N-1。但是由于样本很多,差别不大。
>> v=magic(3)
v =
8 1 6
3 5 7
4 9 2
>> cov(v)
ans =
7 -8 1
-8 16 -8
1 -8 7
>> v = magic(5)
v =
17 24 1 8 15
23 5 7 14 16
4 6 13 20 22
10 12 19 21 3
11 18 25 2 9
>> cov(v)
ans =
52.500 5.000 -37.500 -18.750 -1.250
5.000 65.000 -7.500 -43.750 -18.750
-37.500 -7.500 90.000 -7.500 -37.500
-18.750 -43.750 -7.500 65.000 5.000
-1.250 -18.750 -37.500 5.000 52.500
>> v = magic(5);
>> v=v(:,1:3)
v =
17 24 1
23 5 7
4 6 13
10 12 19
11 18 25
>> cov(v)
ans =
52.500000000000000 5.000000000000000 -37.500000000000000
5.000000000000000 65.000000000000000 -7.500000000000000
-37.500000000000000 -7.500000000000000 90.000000000000000
>>