python - Create covariance matrix using ratio and rotation degree

Question

I am a beginner in Linear Algerbra. I want to create a covariance matrix using given ratio and degree of rotation

For example: If the ratio is 2 and degree of rotation is 45 the covariance matrix should be:

[[2.5, 1.5], [1.5, 2.5]]

I tried this:

R = np.mat([[np.cos(0.785398), -np.sin(0.785398)], [np.sin(0.785398), np.cos(0.785398)]])
S = np.mat([[2, 0], [0, 2]])
np.cov([email protected])

I could not get the desired result.

Answer 1

If you want to rotate and scale the data as Burrito said, then this blog will help. It explains everything you want to do along with the code. covariance-matrix