FastIca.DewhiteningMatrix 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#
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

InvalidOperationException Thrown if accessed before calling Fit().

See Also