Whitens an SPD matrix using the procedure advocated by Ng, et al. (2014)
Usage
spd.whiten(x, p, unwhiten = F)
Arguments
- x
An SPD matrix to be whitened
- p
The SPD baseline whitening matrix
- unwhiten
Logical. If TRUE, reverses a previously applied whitening transform.
Value
A symmetric, positive-definite matrix.
