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: 10.2.0
C#
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.2.0
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.
This property is available when the model is fitted or deployed.
Exceptions
| Invalid | Thrown if accessed before calling Fit(). |