www.gusucode.com > K聚类分析源码程序 > K聚类分析源码程序/code/covm2d.m
function A = covm2d(theta,sx,sy) %COVM2D 2-D covariance matrix. % A = COVM2D(THETA,C) returns a 2-D covariance matrix given an angle, % THETA, and scale factors, sx and sy. The columns of the orthogonal martix % associated with the rotation by THETA represent the eigenvectors of the % covariance matrix and the scale factors, sx and sy, 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. % orthognal rotation matrix (eigenvectr matrix) Q = [cos(theta) -sin(theta); sin(theta) cos(theta)]; % covariance matrix A = Q*[sx 0; 0 sy]*Q';