sample_points

ssapy.utils.sample_points(x, C, npts, sqrt=False)[source][source]

Sample points around x according to covariance matrix.

Parameters:

  • x (array_like (n)) – point to sample around

  • C (array_like (n, n)) – covariance matrix corresponding to x

  • npts (int) – number of points to sample

  • sqrt (bool) – use sqrt(C) rather than an SVD. The SVD is often more stable.

Return type:

Gaussian samples around x corresponding to covariance matrix C