Package gmisclib :: Module matrix_arrange
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Module matrix_arrange

source code

Take a covariance-like matrix, and re-order it to be close to a diagonal matrix. We calculate a map that renames the indices (the same map for both left and right), to bring large off-diagonal elements close to the diagonal.

diagonalize(a0) source code
map_array(a, m) source code
test() source code
  __package__ = 'gmisclib'

Imports: math, random, numpy