FastIca.WhiteningMatrix Property

public Matrix<double> WhiteningMatrix { get; }

Public ReadOnly Property WhiteningMatrix As Matrix(Of Double)
	Get

public:
property Matrix<double>^ WhiteningMatrix {
	Matrix<double>^ get ();
}

member WhiteningMatrix : Matrix<float> with get

Property Value

The whitening matrix transforms centered data to have identity covariance matrix. It is computed via SVD as K = V·diag(1/σ), where V and σ come from the SVD of the centered data.

The whitened data is computed as Z = (X - μ)·Kᵀ.

This property corresponds to sklearn's whitening_ attribute.

Reference