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covmats 0.5.0 documentation

  • Installation
  • API Reference
  • User guide
  • Contributing
  • Bibliography
    • Changelog
    • Credits
  • GitHub
  • Support
  • Contributing
  • Installation
  • API Reference
  • User guide
  • Contributing
  • Bibliography
  • Changelog
  • Credits
  • GitHub
  • Support
  • Contributing

Section Navigation

  • covmats.CovarianceMatrix
    • covmats.CovarianceMatrix.H
    • covmats.CovarianceMatrix.T
    • covmats.CovarianceMatrix.covariance
    • covmats.CovarianceMatrix.log_pdet
    • covmats.CovarianceMatrix.n_pts
    • covmats.CovarianceMatrix.ndim
    • covmats.CovarianceMatrix.precision
    • covmats.CovarianceMatrix.rank
    • covmats.CovarianceMatrix.shape
    • covmats.CovarianceMatrix.subspace_size
    • covmats.CovarianceMatrix.adjoint
    • covmats.CovarianceMatrix.colorize
    • covmats.CovarianceMatrix.colorize_adjoint
    • covmats.CovarianceMatrix.dot
    • covmats.CovarianceMatrix.from_cholesky
    • covmats.CovarianceMatrix.from_diagonal
    • covmats.CovarianceMatrix.from_eigendecomposition
    • covmats.CovarianceMatrix.from_precision
    • covmats.CovarianceMatrix.get_diagonal
    • covmats.CovarianceMatrix.get_trace
    • covmats.CovarianceMatrix.matmat
    • covmats.CovarianceMatrix.matvec
    • covmats.CovarianceMatrix.rmatmat
    • covmats.CovarianceMatrix.rmatvec
    • covmats.CovarianceMatrix.sample_mvnormal
    • covmats.CovarianceMatrix.solve
    • covmats.CovarianceMatrix.todense
    • covmats.CovarianceMatrix.transpose
    • covmats.CovarianceMatrix.whiten
  • covmats.CovViaDiagonal
    • covmats.CovViaDiagonal.D
    • covmats.CovViaDiagonal.H
    • covmats.CovViaDiagonal.T
    • covmats.CovViaDiagonal.covariance
    • covmats.CovViaDiagonal.invD
    • covmats.CovViaDiagonal.log_pdet
    • covmats.CovViaDiagonal.n_pts
    • covmats.CovViaDiagonal.ndim
    • covmats.CovViaDiagonal.precision
    • covmats.CovViaDiagonal.rank
    • covmats.CovViaDiagonal.shape
    • covmats.CovViaDiagonal.sqrtD
    • covmats.CovViaDiagonal.sqrtinvD
    • covmats.CovViaDiagonal.subspace_size
    • covmats.CovViaDiagonal.adjoint
    • covmats.CovViaDiagonal.colorize
    • covmats.CovViaDiagonal.colorize_adjoint
    • covmats.CovViaDiagonal.dot
    • covmats.CovViaDiagonal.from_cholesky
    • covmats.CovViaDiagonal.from_diagonal
    • covmats.CovViaDiagonal.from_eigendecomposition
    • covmats.CovViaDiagonal.from_precision
    • covmats.CovViaDiagonal.get_diagonal
    • covmats.CovViaDiagonal.get_trace
    • covmats.CovViaDiagonal.matmat
    • covmats.CovViaDiagonal.matvec
    • covmats.CovViaDiagonal.rmatmat
    • covmats.CovViaDiagonal.rmatvec
    • covmats.CovViaDiagonal.sample_mvnormal
    • covmats.CovViaDiagonal.solve
    • covmats.CovViaDiagonal.todense
    • covmats.CovViaDiagonal.transpose
    • covmats.CovViaDiagonal.whiten
  • covmats.CovViaCholesky
    • covmats.CovViaCholesky.H
    • covmats.CovViaCholesky.L
    • covmats.CovViaCholesky.T
    • covmats.CovViaCholesky.covariance
    • covmats.CovViaCholesky.log_pdet
    • covmats.CovViaCholesky.n_pts
    • covmats.CovViaCholesky.ndim
    • covmats.CovViaCholesky.precision
    • covmats.CovViaCholesky.rank
    • covmats.CovViaCholesky.shape
    • covmats.CovViaCholesky.subspace_size
    • covmats.CovViaCholesky.adjoint
    • covmats.CovViaCholesky.colorize
    • covmats.CovViaCholesky.colorize_adjoint
    • covmats.CovViaCholesky.dot
    • covmats.CovViaCholesky.from_cholesky
    • covmats.CovViaCholesky.from_diagonal
    • covmats.CovViaCholesky.from_eigendecomposition
    • covmats.CovViaCholesky.from_precision
    • covmats.CovViaCholesky.get_diagonal
    • covmats.CovViaCholesky.get_trace
    • covmats.CovViaCholesky.matmat
    • covmats.CovViaCholesky.matvec
    • covmats.CovViaCholesky.rmatmat
    • covmats.CovViaCholesky.rmatvec
    • covmats.CovViaCholesky.sample_mvnormal
    • covmats.CovViaCholesky.solve
    • covmats.CovViaCholesky.todense
    • covmats.CovViaCholesky.transpose
    • covmats.CovViaCholesky.whiten
  • covmats.CovViaSparseCholesky
    • covmats.CovViaSparseCholesky.H
    • covmats.CovViaSparseCholesky.T
    • covmats.CovViaSparseCholesky.covariance
    • covmats.CovViaSparseCholesky.log_pdet
    • covmats.CovViaSparseCholesky.n_pts
    • covmats.CovViaSparseCholesky.ndim
    • covmats.CovViaSparseCholesky.precision
    • covmats.CovViaSparseCholesky.rank
    • covmats.CovViaSparseCholesky.scf
    • covmats.CovViaSparseCholesky.shape
    • covmats.CovViaSparseCholesky.subspace_size
    • covmats.CovViaSparseCholesky.adjoint
    • covmats.CovViaSparseCholesky.colorize
    • covmats.CovViaSparseCholesky.colorize_adjoint
    • covmats.CovViaSparseCholesky.dot
    • covmats.CovViaSparseCholesky.from_cholesky
    • covmats.CovViaSparseCholesky.from_diagonal
    • covmats.CovViaSparseCholesky.from_eigendecomposition
    • covmats.CovViaSparseCholesky.from_precision
    • covmats.CovViaSparseCholesky.get_diagonal
    • covmats.CovViaSparseCholesky.get_trace
    • covmats.CovViaSparseCholesky.matmat
    • covmats.CovViaSparseCholesky.matvec
    • covmats.CovViaSparseCholesky.rmatmat
    • covmats.CovViaSparseCholesky.rmatvec
    • covmats.CovViaSparseCholesky.sample_mvnormal
    • covmats.CovViaSparseCholesky.solve
    • covmats.CovViaSparseCholesky.todense
    • covmats.CovViaSparseCholesky.transpose
    • covmats.CovViaSparseCholesky.whiten
  • covmats.CovViaPrecisionCholesky
    • covmats.CovViaPrecisionCholesky.H
    • covmats.CovViaPrecisionCholesky.L
    • covmats.CovViaPrecisionCholesky.T
    • covmats.CovViaPrecisionCholesky.covariance
    • covmats.CovViaPrecisionCholesky.log_pdet
    • covmats.CovViaPrecisionCholesky.n_pts
    • covmats.CovViaPrecisionCholesky.ndim
    • covmats.CovViaPrecisionCholesky.precision
    • covmats.CovViaPrecisionCholesky.rank
    • covmats.CovViaPrecisionCholesky.shape
    • covmats.CovViaPrecisionCholesky.subspace_size
    • covmats.CovViaPrecisionCholesky.adjoint
    • covmats.CovViaPrecisionCholesky.colorize
    • covmats.CovViaPrecisionCholesky.colorize_adjoint
    • covmats.CovViaPrecisionCholesky.dot
    • covmats.CovViaPrecisionCholesky.from_cholesky
    • covmats.CovViaPrecisionCholesky.from_diagonal
    • covmats.CovViaPrecisionCholesky.from_eigendecomposition
    • covmats.CovViaPrecisionCholesky.from_precision
    • covmats.CovViaPrecisionCholesky.get_diagonal
    • covmats.CovViaPrecisionCholesky.get_trace
    • covmats.CovViaPrecisionCholesky.matmat
    • covmats.CovViaPrecisionCholesky.matvec
    • covmats.CovViaPrecisionCholesky.rmatmat
    • covmats.CovViaPrecisionCholesky.rmatvec
    • covmats.CovViaPrecisionCholesky.sample_mvnormal
    • covmats.CovViaPrecisionCholesky.solve
    • covmats.CovViaPrecisionCholesky.todense
    • covmats.CovViaPrecisionCholesky.transpose
    • covmats.CovViaPrecisionCholesky.whiten
  • covmats.CovViaSparsePrecisionCholesky
    • covmats.CovViaSparsePrecisionCholesky.H
    • covmats.CovViaSparsePrecisionCholesky.T
    • covmats.CovViaSparsePrecisionCholesky.covariance
    • covmats.CovViaSparsePrecisionCholesky.log_pdet
    • covmats.CovViaSparsePrecisionCholesky.n_pts
    • covmats.CovViaSparsePrecisionCholesky.ndim
    • covmats.CovViaSparsePrecisionCholesky.precision
    • covmats.CovViaSparsePrecisionCholesky.rank
    • covmats.CovViaSparsePrecisionCholesky.scf
    • covmats.CovViaSparsePrecisionCholesky.shape
    • covmats.CovViaSparsePrecisionCholesky.subspace_size
    • covmats.CovViaSparsePrecisionCholesky.adjoint
    • covmats.CovViaSparsePrecisionCholesky.colorize
    • covmats.CovViaSparsePrecisionCholesky.colorize_adjoint
    • covmats.CovViaSparsePrecisionCholesky.dot
    • covmats.CovViaSparsePrecisionCholesky.from_cholesky
    • covmats.CovViaSparsePrecisionCholesky.from_diagonal
    • covmats.CovViaSparsePrecisionCholesky.from_eigendecomposition
    • covmats.CovViaSparsePrecisionCholesky.from_precision
    • covmats.CovViaSparsePrecisionCholesky.get_diagonal
    • covmats.CovViaSparsePrecisionCholesky.get_trace
    • covmats.CovViaSparsePrecisionCholesky.matmat
    • covmats.CovViaSparsePrecisionCholesky.matvec
    • covmats.CovViaSparsePrecisionCholesky.rmatmat
    • covmats.CovViaSparsePrecisionCholesky.rmatvec
    • covmats.CovViaSparsePrecisionCholesky.sample_mvnormal
    • covmats.CovViaSparsePrecisionCholesky.solve
    • covmats.CovViaSparsePrecisionCholesky.todense
    • covmats.CovViaSparsePrecisionCholesky.transpose
    • covmats.CovViaSparsePrecisionCholesky.whiten
  • covmats.CovViaEigenFactorization
    • covmats.CovViaEigenFactorization.H
    • covmats.CovViaEigenFactorization.T
    • covmats.CovViaEigenFactorization.covariance
    • covmats.CovViaEigenFactorization.eig_vals
    • covmats.CovViaEigenFactorization.eig_vects
    • covmats.CovViaEigenFactorization.log_pdet
    • covmats.CovViaEigenFactorization.n_pc
    • covmats.CovViaEigenFactorization.n_pts
    • covmats.CovViaEigenFactorization.ndim
    • covmats.CovViaEigenFactorization.precision
    • covmats.CovViaEigenFactorization.rank
    • covmats.CovViaEigenFactorization.shape
    • covmats.CovViaEigenFactorization.subspace_size
    • covmats.CovViaEigenFactorization.adjoint
    • covmats.CovViaEigenFactorization.colorize
    • covmats.CovViaEigenFactorization.colorize_adjoint
    • covmats.CovViaEigenFactorization.dot
    • covmats.CovViaEigenFactorization.from_cholesky
    • covmats.CovViaEigenFactorization.from_diagonal
    • covmats.CovViaEigenFactorization.from_eigendecomposition
    • covmats.CovViaEigenFactorization.from_precision
    • covmats.CovViaEigenFactorization.get_diagonal
    • covmats.CovViaEigenFactorization.get_sparse_LLT_factor
    • covmats.CovViaEigenFactorization.get_trace
    • covmats.CovViaEigenFactorization.matmat
    • covmats.CovViaEigenFactorization.matvec
    • covmats.CovViaEigenFactorization.rmatmat
    • covmats.CovViaEigenFactorization.rmatvec
    • covmats.CovViaEigenFactorization.sample_mvnormal
    • covmats.CovViaEigenFactorization.solve
    • covmats.CovViaEigenFactorization.todense
    • covmats.CovViaEigenFactorization.transpose
    • covmats.CovViaEigenFactorization.whiten
  • covmats.CovViaEnsemble
    • covmats.CovViaEnsemble.H
    • covmats.CovViaEnsemble.T
    • covmats.CovViaEnsemble.anomalies
    • covmats.CovViaEnsemble.covariance
    • covmats.CovViaEnsemble.ensemble
    • covmats.CovViaEnsemble.log_pdet
    • covmats.CovViaEnsemble.n_ens
    • covmats.CovViaEnsemble.n_pts
    • covmats.CovViaEnsemble.ndim
    • covmats.CovViaEnsemble.precision
    • covmats.CovViaEnsemble.rank
    • covmats.CovViaEnsemble.shape
    • covmats.CovViaEnsemble.subspace_size
    • covmats.CovViaEnsemble.adjoint
    • covmats.CovViaEnsemble.colorize
    • covmats.CovViaEnsemble.colorize_adjoint
    • covmats.CovViaEnsemble.dot
    • covmats.CovViaEnsemble.from_cholesky
    • covmats.CovViaEnsemble.from_diagonal
    • covmats.CovViaEnsemble.from_eigendecomposition
    • covmats.CovViaEnsemble.from_precision
    • covmats.CovViaEnsemble.get_diagonal
    • covmats.CovViaEnsemble.get_trace
    • covmats.CovViaEnsemble.matmat
    • covmats.CovViaEnsemble.matvec
    • covmats.CovViaEnsemble.rmatmat
    • covmats.CovViaEnsemble.rmatvec
    • covmats.CovViaEnsemble.sample_mvnormal
    • covmats.CovViaEnsemble.solve
    • covmats.CovViaEnsemble.todense
    • covmats.CovViaEnsemble.transpose
    • covmats.CovViaEnsemble.whiten
  • covmats.CovKernelAsLinop
    • covmats.CovKernelAsLinop.count
    • covmats.CovKernelAsLinop.dtype
    • covmats.CovKernelAsLinop.solvematvecs
    • covmats.CovKernelAsLinop.H
    • covmats.CovKernelAsLinop.T
    • covmats.CovKernelAsLinop.n_pts
    • covmats.CovKernelAsLinop.ndim
    • covmats.CovKernelAsLinop.shape
    • covmats.CovKernelAsLinop.adjoint
    • covmats.CovKernelAsLinop.dot
    • covmats.CovKernelAsLinop.get_diagonal
    • covmats.CovKernelAsLinop.itercount
    • covmats.CovKernelAsLinop.matmat
    • covmats.CovKernelAsLinop.matvec
    • covmats.CovKernelAsLinop.reset_comptors
    • covmats.CovKernelAsLinop.rmatmat
    • covmats.CovKernelAsLinop.rmatvec
    • covmats.CovKernelAsLinop.solve
    • covmats.CovKernelAsLinop.todense
    • covmats.CovKernelAsLinop.transpose
  • covmats.CovKernelAsLinopViaFFT
    • covmats.CovKernelAsLinopViaFFT.H
    • covmats.CovKernelAsLinopViaFFT.T
    • covmats.CovKernelAsLinopViaFFT.count
    • covmats.CovKernelAsLinopViaFFT.dtype
    • covmats.CovKernelAsLinopViaFFT.n_pts
    • covmats.CovKernelAsLinopViaFFT.ndim
    • covmats.CovKernelAsLinopViaFFT.shape
    • covmats.CovKernelAsLinopViaFFT.solvematvecs
    • covmats.CovKernelAsLinopViaFFT.adjoint
    • covmats.CovKernelAsLinopViaFFT.dot
    • covmats.CovKernelAsLinopViaFFT.get_diagonal
    • covmats.CovKernelAsLinopViaFFT.itercount
    • covmats.CovKernelAsLinopViaFFT.matmat
    • covmats.CovKernelAsLinopViaFFT.matvec
    • covmats.CovKernelAsLinopViaFFT.reset_comptors
    • covmats.CovKernelAsLinopViaFFT.rmatmat
    • covmats.CovKernelAsLinopViaFFT.rmatvec
    • covmats.CovKernelAsLinopViaFFT.solve
    • covmats.CovKernelAsLinopViaFFT.todense
    • covmats.CovKernelAsLinopViaFFT.transpose
  • covmats.get_linop_eigen_factorization
  • covmats.eigen_factorize_cov_mat
  • covmats.SparseCholeskyFactor
    • covmats.SparseCholeskyFactor.D
    • covmats.SparseCholeskyFactor.H
    • covmats.SparseCholeskyFactor.L
    • covmats.SparseCholeskyFactor.P
    • covmats.SparseCholeskyFactor.Pt
    • covmats.SparseCholeskyFactor.T
    • covmats.SparseCholeskyFactor.invD
    • covmats.SparseCholeskyFactor.log_pdet
    • covmats.SparseCholeskyFactor.mat
    • covmats.SparseCholeskyFactor.n_pts
    • covmats.SparseCholeskyFactor.ndim
    • covmats.SparseCholeskyFactor.shape
    • covmats.SparseCholeskyFactor.sqrtD
    • covmats.SparseCholeskyFactor.sqrtinvD
    • covmats.SparseCholeskyFactor.adjoint
    • covmats.SparseCholeskyFactor.apply_P
    • covmats.SparseCholeskyFactor.apply_Pt
    • covmats.SparseCholeskyFactor.colorize
    • covmats.SparseCholeskyFactor.colorize_adjoint
    • covmats.SparseCholeskyFactor.colorize_inv
    • covmats.SparseCholeskyFactor.colorize_inv_adjoint
    • covmats.SparseCholeskyFactor.dot
    • covmats.SparseCholeskyFactor.get_diagonal
    • covmats.SparseCholeskyFactor.get_invdiagonal
    • covmats.SparseCholeskyFactor.inv
    • covmats.SparseCholeskyFactor.matmat
    • covmats.SparseCholeskyFactor.matvec
    • covmats.SparseCholeskyFactor.rmatmat
    • covmats.SparseCholeskyFactor.rmatvec
    • covmats.SparseCholeskyFactor.solve
    • covmats.SparseCholeskyFactor.todense
    • covmats.SparseCholeskyFactor.transpose
    • covmats.SparseCholeskyFactor.whiten
    • covmats.SparseCholeskyFactor.whiten_inv
  • covmats.get_pts_coords_regular_grid
  • covmats.PriorTerm
    • covmats.PriorTerm.get_gradient_dot_product
    • covmats.PriorTerm.get_values
  • covmats.NullPriorTerm
    • covmats.NullPriorTerm.get_gradient_dot_product
    • covmats.NullPriorTerm.get_values
  • covmats.ConstantPriorTerm
    • covmats.ConstantPriorTerm.get_gradient_dot_product
    • covmats.ConstantPriorTerm.get_values
  • covmats.MeanPriorTerm
    • covmats.MeanPriorTerm.get_gradient_dot_product
    • covmats.MeanPriorTerm.get_values
  • covmats.EnsembleMeanPriorTerm
    • covmats.EnsembleMeanPriorTerm.get_gradient_dot_product
    • covmats.EnsembleMeanPriorTerm.get_values
  • covmats.DriftMatrix
    • covmats.DriftMatrix.mat
    • covmats.DriftMatrix.beta_dim
    • covmats.DriftMatrix.s_dim
    • covmats.DriftMatrix.dot
    • covmats.DriftMatrix.get_gradient_dot_product
    • covmats.DriftMatrix.get_values
  • covmats.ConstantDriftMatrix
    • covmats.ConstantDriftMatrix.mat
    • covmats.ConstantDriftMatrix.beta_dim
    • covmats.ConstantDriftMatrix.s_dim
    • covmats.ConstantDriftMatrix.dot
    • covmats.ConstantDriftMatrix.get_gradient_dot_product
    • covmats.ConstantDriftMatrix.get_values
  • covmats.LinearDriftMatrix
    • covmats.LinearDriftMatrix.mat
    • covmats.LinearDriftMatrix.beta_dim
    • covmats.LinearDriftMatrix.s_dim
    • covmats.LinearDriftMatrix.dot
    • covmats.LinearDriftMatrix.get_gradient_dot_product
    • covmats.LinearDriftMatrix.get_values
  • covmats.get_explained_var
  • covmats.load_precision_example_4225x
  • covmats.load_precision_example_4225x_SCF
  • covmats.get_SPD_sparse_n11_example
  • covmats.get_SPD_sparse_example
  • covmats.make_point_observation_operator
  • covmats.conditional_simulate
  • covmats.conditional_mean
  • API Reference
  • covmats.CovViaEnsemble
  • covmats.CovViaEnsemble.get_diagonal

covmats.CovViaEnsemble.get_diagonal#

CovViaEnsemble.get_diagonal() → ndarray[tuple[Any, ...], dtype[floating]][source]#

Return the diagonal entries of the matrix (variances).

On this page
  • CovViaEnsemble.get_diagonal()

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