transpose left multiplied inverse to ensure symmetric P,Q,R

legao0429 · Mar 7, 2018 · eea10f8 · eea10f8
1 parent 924297d
commit eea10f8
Showing 1 changed file with 3 additions and 3 deletions.
diff --git a/calc_pi_Idep_mvn.m b/calc_pi_Idep_mvn.m
@@ -39,9 +39,9 @@
 chCzz = chol(Czz);
 
 % Kay & Ince eq. D2
-P = pinv(chCxx)*Cxy*pinv(chCyy);
-Q = pinv(chCxx)*Cxz*pinv(chCzz);
-R = pinv(chCyy)*Cyz*pinv(chCzz);
+P = pinv(chCxx)'*Cxy*pinv(chCyy);
+Q = pinv(chCxx)'*Cxz*pinv(chCzz);
+R = pinv(chCyy)'*Cyz*pinv(chCzz);
 
 % standard mutual informations
 mivs = [vs(1)+vs(2)  vs(3)];