www.gusucode.com > K聚类分析源码程序 > K聚类分析源码程序/code/covm.m
function A = covm(Q,D) %COVM Covariance matrix. % A = COVM(Q,D) returns a covariance matrix given an orthogonal matrix, Q, % and a diagonal matrix, D. The columns of the orthogonal martix, Q, % represent the eigenvectors of the covariance matrix and the diagonal % elements of the diagonal matrix, D, represent the eigenvalues of the % covariance matrix. % % Copyright (2009) Sandia Corporation. Under the terms of Contract % DE-AC04-94AL85000 with Sandia Corporation, the U.S. Government retains % certain rights in this software. % covariance matrix A = Q*D*Q';