From eea10f81807a3fd0c6fe43e7c27fff4ded36ec5b Mon Sep 17 00:00:00 2001
From: Robin Ince <robince@gmail.com>
Date: Wed, 7 Mar 2018 09:26:07 +0000
Subject: [PATCH] transpose left multiplied inverse to ensure symmetric P,Q,R

---
 calc_pi_Idep_mvn.m | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/calc_pi_Idep_mvn.m b/calc_pi_Idep_mvn.m
index 7dc12cb..1f12d30 100644
--- 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)];