Fast Ica.Dewhitening Matrix Property
Gets the dewhitening matrix (inverse of the whitening matrix).
Definition
Namespace: Numerics.NET.Statistics.Multivariate
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.1.5
C#
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.1.5
public Matrix<double> DewhiteningMatrix { get; }
Property Value
Matrix<Double>Remarks
The dewhitening matrix K⁻¹ transforms whitened data back to the original centered space. It is computed as K⁻¹ = V·diag(σ), where V and σ come from the SVD of the centered data.
This matrix is used internally to compute the mixing matrix from the whitened unmixing matrix.
Exceptions
Invalid | Thrown if accessed before calling Fit(). |