eigenvalue_decomposition¶
-
menpo.math.
eigenvalue_decomposition
(S, eps=1e-10)[source]¶ Eigenvalue decomposition of a given covariance (or scatter) matrix.
Parameters: - S (
(N, N)
ndarray) – Covariance/Scatter matrix - eps (float, optional) –
Small value to be used for the tolerance limit computation. The final limit is computed as
limit = np.max(np.abs(eigenvalues)) * eps
Returns: - pos_eigenvectors (
(N, p)
ndarray) – The matrix with the eigenvectors corresponding to positive eigenvalues. - pos_eigenvalues (
(p,)
ndarray) – The array of positive eigenvalues.
- S (