Dear all, do you know how to read a normalized covariance matrix? Because it is normalized all diagonal elements are "1". I do have off-diagonal elements greater than "1". How is it possible? I thought that cov(i,j) was the level of similarity of vector_i with vector_j. If this is the case, then off-diagonal elements must be less that "1". (???)
I do not think that it is relevant, but (just in case) I am working on face recognition and the covariance matrix is the one of some ordered coefficients used to classify the images, every class has 30 samples. I do calculate the 30*30 covariane matrix of 1102 samples of dimension 30. All vectors are normalized (I imposed unit norm by column), and also the covariance matrix is normalized (I impose "1" on the diagonal).
Thank you, Idil
Best Answer