题目:话不多说。
代码:
import numpy as np
import math
import matplotlib.pyplot as plta = np.array([[0, 2, 1],
[0, 1, 0]], dtype=np.float64)
b = np.array([[-1, -2, -2],
[1, 0, -1]], dtype=np.float64)
c = np.array([[0, 0, 1],
[-2, -1, -2]], dtype=np.float64)
input = [[-2], [2]]
a_t = np.matrix(a)
a_cov = np.matrix(np.cov(a_t))
a_cov_m = np.linalg.det(np.cov(a_t))
a_cov_I = a_cov.I
u1 = np.array([[1],
[1/3]], dtype=np.float64)
g_a = -1/2 * np.matrix(input-u1).T * a_cov_I * np.matrix(input-u1) - 1/2 * math.log(abs(a_cov_m)) + math.log(1/3)
v_1 = -1/2 * a_cov_I
w_1 = a_cov_I * u1
w_10 = -1/2 * np.matrix(u1).T * a_cov_I * u1 - 1/2 * math.log(abs(a_cov_m)) + math.log(1/3)b_t = np.matrix(b)
b_cov = np.matrix(np.cov(b_t))
b_cov_m = np.linalg.det(np.cov(b_t))
b_cov_I = b_cov.I
u2 = np.array([[-5/3],
[0]], dtype=np.float64)
g_b = -1/2 * np.matrix(input-u2).T * b_cov_I * np.matrix(input-u2) - 1/2 * ma