WebJan 13, 2024 · I am trying to achieve a result where cov () in Octave gives 2x2 matrix whereas in Numpy it gives an integer. I have tried setting rowvar= False as I saw in other threads but it yields the same result. Am I doing something wrong? import numpy as np from scipy.linalg import svd, sqrtm, inv from scipy.io import wavfile import utilities as utl # ... Web$\begingroup$ Thanks for your answer. I haven't fully understood it, and it will take me some time to analyze what you wrote, yet I have a question. I had an intuition that the covariance should get close to zero (because it becomes almost like Normal distribution), when \lambda becomes very large.
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