qndiag.transform_set

qndiag.transform_set(M, D, diag_only=False)

Transform a set of matrices

Returns matrices D’ such that D’[i] = M x D[i] x M.T

Parameters
Marray-like, shape (n_features, n_features)

The transform matrix

Darray-like, shape (n_samples, n_features, n_features)

The set of covariance matrices

diag_onlybool, optional

Whether to return the diagonal of the dataset only

Returns
oparray-like

Array of shape (n_samples, n_features, n_features) if diag_only is False, else (n_samples, n_features) The transformed set of covariances

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