Covariance

Chapman & Hall/CRC eBooks 2026 Book chapter

View at publisher
Authors: Ahmed Al-Muraeb
DOI: 10.1201/9781003644415-7
Cited by: 0

Abstract

This chapter covers covariance matrix, including the following: Brief and sufficient mathematical descriptions are provided. In-place references are included, for further reading. C++ implementations, using the Eigen library, are provided.

Fields of Study & Subjects

Matrix Theory and Algorithms Statistical Methods and Applications Statistical and numerical algorithms

Publication details

Journal / source
Chapman & Hall/CRC eBooks
Pages
74–79
Publication date
28 January 2026
Language
EN
Document type
Book chapter