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I do understand that the comparison of the eigval from a uncorrelated matrix (i.e. identity matrix) would all be ones.
But, I'm not understanding how the KL divergence form is expressed as np.log(eigval) + 1/eigval.
I'm in the understanding that KL divergence = -sum[ f(x) log( g(x) / f(x) ]
maybe I"m just not understanding how f(x) and g(x) is expressed in the form of eigval.. hope to have some enlightment.. thanks
The text was updated successfully, but these errors were encountered:
I do understand that the comparison of the eigval from a uncorrelated matrix (i.e. identity matrix) would all be ones.
But, I'm not understanding how the KL divergence form is expressed as np.log(eigval) + 1/eigval.
I'm in the understanding that KL divergence = -sum[ f(x) log( g(x) / f(x) ]
maybe I"m just not understanding how f(x) and g(x) is expressed in the form of eigval.. hope to have some enlightment.. thanks
The text was updated successfully, but these errors were encountered: