def test_whitener_lowrank(): '''Test whitener with low-rank covariance matrix''' Sig = np.eye(10) Sig[0, 0] = 0 W = sf.whitener(Sig) np.testing.assert_almost_equal(reduce(np.dot, [W.T, Sig, W]), Sig)
def test_whitener():
Sig = np.cov(np.random.rand(10, 100))
W = sf.whitener(Sig)
np.testing.assert_almost_equal(reduce(np.dot, [W.T, Sig, W]), np.eye(10))
def test_whitener(): Sig = np.cov(np.random.rand(10, 100)) W = sf.whitener(Sig) np.testing.assert_almost_equal(reduce(np.dot, [W.T, Sig, W]), np.eye(10))
def test_whitener_lowrank():
"""Test whitener with low-rank covariance matrix"""
Sig = np.eye(10)
Sig[0, 0] = 0
W = sf.whitener(Sig)
np.testing.assert_almost_equal(reduce(np.dot, [W.T, Sig, W]), Sig)