matlab 均值和协方差

The following matlab syntax assumes that the  data points in  are collected in a  matrix : .

Matlab syntax

>> xhat = mean(X,2); % mean of columns of matrix X
>> Xc = X-xhat*ones(1,m); % centered data matrix
>> Sigma = (1/m)*Xc'*Xc; % covariance matrix
>> Sigma = cov(X',1); % built-in command produces the same thing

From:https://inst.eecs.berkeley.edu/~ee127a/book/login/exa_sym_cov_matrix.html