文章目录
我们先来看这个练习题:
- 先来创建这个X矩阵
![python 线性代数:[17]线性组合的协方差](/2016/07/11/python%20%E7%BA%BF%E6%80%A7%E4%BB%A3%E6%95%B0%EF%BC%9A%5B17%5D%E7%BA%BF%E6%80%A7%E7%BB%84%E5%90%88%E7%9A%84%E5%8D%8F%E6%96%B9%E5%B7%AE/425773224f4a20a490994a8593529822730ed0aa.jpg)
- 创建两个系数向量
![python 线性代数:[17]线性组合的协方差](/2016/07/11/python%20%E7%BA%BF%E6%80%A7%E4%BB%A3%E6%95%B0%EF%BC%9A%5B17%5D%E7%BA%BF%E6%80%A7%E7%BB%84%E5%90%88%E7%9A%84%E5%8D%8F%E6%96%B9%E5%B7%AE/6c63514a20a44623de4dd3209b22720e0df3d7aa.jpg)
- 先计算X的协方差矩阵
结果为:
![python 线性代数:[17]线性组合的协方差](/2016/07/11/python%20%E7%BA%BF%E6%80%A7%E4%BB%A3%E6%95%B0%EF%BC%9A%5B17%5D%E7%BA%BF%E6%80%A7%E7%BB%84%E5%90%88%E7%9A%84%E5%8D%8F%E6%96%B9%E5%B7%AE/54baacfb43166d229b9163d6452309f79152d24b.jpg)
![python 线性代数:[17]线性组合的协方差](/2016/07/11/python%20%E7%BA%BF%E6%80%A7%E4%BB%A3%E6%95%B0%EF%BC%9A%5B17%5D%E7%BA%BF%E6%80%A7%E7%BB%84%E5%90%88%E7%9A%84%E5%8D%8F%E6%96%B9%E5%B7%AE/fab3ac119313b07ec83b264a0fd7912396dd8caa.jpg)
- 计算X的均值向量,注意设置axis为0
求得结果为:
![python 线性代数:[17]线性组合的协方差](/2016/07/11/python%20%E7%BA%BF%E6%80%A7%E4%BB%A3%E6%95%B0%EF%BC%9A%5B17%5D%E7%BA%BF%E6%80%A7%E7%BB%84%E5%90%88%E7%9A%84%E5%8D%8F%E6%96%B9%E5%B7%AE/f35ea0096b63f62488da4f418444ebf81b4ca3aa.jpg)
![python 线性代数:[17]线性组合的协方差](/2016/07/11/python%20%E7%BA%BF%E6%80%A7%E4%BB%A3%E6%95%B0%EF%BC%9A%5B17%5D%E7%BA%BF%E6%80%A7%E7%BB%84%E5%90%88%E7%9A%84%E5%8D%8F%E6%96%B9%E5%B7%AE/3792cb39b6003af3c25caa22362ac65c1138b64b.jpg)
- 求得两个线性组合的均值:
结果为:
![python 线性代数:[17]线性组合的协方差](/2016/07/11/python%20%E7%BA%BF%E6%80%A7%E4%BB%A3%E6%95%B0%EF%BC%9A%5B17%5D%E7%BA%BF%E6%80%A7%E7%BB%84%E5%90%88%E7%9A%84%E5%8D%8F%E6%96%B9%E5%B7%AE/6a2112338744ebf8fdf6127ddaf9d72a6159a7aa.jpg)
![python 线性代数:[17]线性组合的协方差](/2016/07/11/python%20%E7%BA%BF%E6%80%A7%E4%BB%A3%E6%95%B0%EF%BC%9A%5B17%5D%E7%BA%BF%E6%80%A7%E7%BB%84%E5%90%88%E7%9A%84%E5%8D%8F%E6%96%B9%E5%B7%AE/3bb22487e950352a3d87534a5043fbf2b3118b4b.jpg)
- 求两个线性组合的方差
结果为:
![python 线性代数:[17]线性组合的协方差](/2016/07/11/python%20%E7%BA%BF%E6%80%A7%E4%BB%A3%E6%95%B0%EF%BC%9A%5B17%5D%E7%BA%BF%E6%80%A7%E7%BB%84%E5%90%88%E7%9A%84%E5%8D%8F%E6%96%B9%E5%B7%AE/734f12f3d7ca7bcbd49db16dbd096b63f724a84b.jpg)
![python 线性代数:[17]线性组合的协方差](/2016/07/11/python%20%E7%BA%BF%E6%80%A7%E4%BB%A3%E6%95%B0%EF%BC%9A%5B17%5D%E7%BA%BF%E6%80%A7%E7%BB%84%E5%90%88%E7%9A%84%E5%8D%8F%E6%96%B9%E5%B7%AE/fab3ac119313b07ec85c264a0fd7912396dd8c4b.jpg)
- 求两个线性组合的协方差:
结果为:
![python 线性代数:[17]线性组合的协方差](/2016/07/11/python%20%E7%BA%BF%E6%80%A7%E4%BB%A3%E6%95%B0%EF%BC%9A%5B17%5D%E7%BA%BF%E6%80%A7%E7%BB%84%E5%90%88%E7%9A%84%E5%8D%8F%E6%96%B9%E5%B7%AE/504ec7f9d72a6059c9f697582b34349b023bba4b.jpg)
![python 线性代数:[17]线性组合的协方差](/2016/07/11/python%20%E7%BA%BF%E6%80%A7%E4%BB%A3%E6%95%B0%EF%BC%9A%5B17%5D%E7%BA%BF%E6%80%A7%E7%BB%84%E5%90%88%E7%9A%84%E5%8D%8F%E6%96%B9%E5%B7%AE/0d968f2397dda144a5e81af0b1b7d0a20df4864b.jpg)
转载请注明来自DataScience.
邮箱: 675495787@qq.com
我们先来看这个练习题:
转载请注明来自DataScience.
邮箱: 675495787@qq.com