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fix(cross): compute total squared covariance in PC space #221

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Sep 10, 2024
Merged

fix(cross): compute total squared covariance in PC space #221

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fix(cross): compute total squared covariance in PC space
nicrie Sep 10, 2024
b45eb09
chore: empty commit to trigger rebuild of docs
nicrie Sep 10, 2024
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4 changes: 2 additions & 2 deletions xeofs/cross/cpcca.py
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Original file line number Diff line number Diff line change
Expand Up @@ -982,8 +982,8 @@ def _compute_total_squared_covariance(self, C: DataArray) -> DataArray:

Requires the unwhitened covariance matrix which we can obtain by multiplying the whitened covariance matrix with the inverse of the whitening transformation matrix.
"""
C = self.whitener2.inverse_transform_data(C)
C = self.whitener1.inverse_transform_data(C.conj().T)
C = self.whitener2.inverse_transform_data(C, unwhiten_only=True)
C = self.whitener1.inverse_transform_data(C.conj().T, unwhiten_only=True)
# Not necessary to conjugate transpose for total squared covariance
# C = C.conj().T
return (abs(C) ** 2).sum()
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