[Octave-bug-tracker] [bug #48315] cov.m: Incorrect result

[Ryan Thompson]

URL:
  <http://savannah.gnu.org/bugs/?48315>

                 Summary: cov.m: Incorrect result
                 Project: GNU Octave
            Submitted by: locu4096
            Submitted on: Sat 25 Jun 2016 12:32:56 PM GMT
                Category: Octave Function
                Severity: 3 - Normal
                Priority: 5 - Normal
              Item Group: Incorrect Result
                  Status: None
             Assigned to: None
         Originator Name: 
        Originator Email: 
             Open/Closed: Open
         Discussion Lock: Any
                 Release: 4.0.2
        Operating System: Any

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Details:

Hi,

I'm getting different results when calculating the covariance of a complex
matrix between Octave and MATLAB:

x = [
   1.0000 - 1.0000i  -1.0000 + 1.0000i   1.0000 - 1.0000i  -1.0000 + 1.0000i
  -1.0000 - 1.0000i   1.0000 - 1.0000i  -1.0000 + 1.0000i  -1.0000 + 1.0000i
   1.0000 + 1.0000i   1.0000 - 1.0000i  -1.0000 - 1.0000i  -1.0000 + 1.0000i
  -1.0000 - 1.0000i  -1.0000 - 1.0000i  -1.0000 + 1.0000i  -1.0000 + 1.0000i]

R = cov(x')


x = [
   1.0000 - 1.0000i  -1.0000 + 1.0000i   1.0000 - 1.0000i  -1.0000 + 1.0000i
  -1.0000 - 1.0000i   1.0000 - 1.0000i  -1.0000 + 1.0000i  -1.0000 + 1.0000i
   1.0000 + 1.0000i   1.0000 - 1.0000i  -1.0000 - 1.0000i  -1.0000 + 1.0000i
  -1.0000 - 1.0000i  -1.0000 - 1.0000i  -1.0000 + 1.0000i  -1.0000 + 1.0000i]

R = cov(x')

% % Octave 4.0.2
% 
% R =
% 
%    2.66667 - 0.00000i  -0.66667 - 0.66667i   0.00000 - 0.00000i   0.00000 -
0.00000i
%   -0.66667 + 0.66667i   2.33333 - 0.00000i   0.66667 + 0.66667i   1.33333 -
0.66667i
%    0.00000 + 0.00000i   0.66667 - 0.66667i   2.66667 - 0.00000i   0.00000 -
1.33333i
%    0.00000 + 0.00000i   1.33333 + 0.66667i   0.00000 + 1.33333i   1.33333 -
0.00000i
% 
% % MATLAB 2014A
%    
% R =
% 
%    2.6667 + 0.0000i  -0.6667 + 0.6667i   0.0000 + 0.0000i   0.0000 +
0.0000i
%   -0.6667 - 0.6667i   2.3333 + 0.0000i   0.6667 - 0.6667i   1.3333 +
0.6667i
%    0.0000 + 0.0000i   0.6667 + 0.6667i   2.6667 + 0.0000i   0.0000 +
1.3333i
%    0.0000 + 0.0000i   1.3333 - 0.6667i   0.0000 - 1.3333i   1.3333 + 0.0000i




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