comet_maths.linear_algebra.matrix_conversion.convert_corr_to_cov

comet_maths.linear_algebra.matrix_conversion.convert_corr_to_cov#

comet_maths.linear_algebra.matrix_conversion.convert_corr_to_cov(corr: ndarray, u: ndarray) ndarray[source]#

Convert correlation matrix to covariance matrix

Parameters:
  • corr – correlation matrix

  • u – uncertainties

Returns:

covariance matrix