comet_maths.linear_algebra.matrix_conversion.separate_flattened_corr

comet_maths.linear_algebra.matrix_conversion.separate_flattened_corr#

comet_maths.linear_algebra.matrix_conversion.separate_flattened_corr(corr: ndarray, ndim: int) Tuple[ndarray, ndarray][source]#

Separate a full (flattened) correlation matrix into a list of correlation matrices for each output variable and a correlation matrix between the output variables.

Parameters:
  • corr – full correlation matrix

  • ndim – number of output variables

Returns:

list of correlation matrices for each output variable, correlation matrix between the output variables