unumpy.covariance_matrix: init

CHANGES.rst

@@ -7,6 +7,7 @@ Unreleased
 Fixes:
 
 - fix `readthedocs` configuration so that the build passes (#254)
+- Add `unumpy.covariance_matrix`: A vectorized variant of the pure Python function `covariance_matrix` (#265)
 
 3.2.2   2024-July-08
 -----------------------

uncertainties/unumpy/core.py

@@ -29,6 +29,7 @@
     "umatrix",
     # Utilities:
     "nominal_values",
+    "covariance_matrix",
     "std_devs",
     # Classes:
     "matrix",
@@ -70,6 +71,18 @@
     ),
 )
 
+def covariance_matrix(a):
+    """
+    Return an array of covariances of given array's numbers with uncertainties,
+    given shape ``(d0,d1,d2,...,dN)``, the output shape is
+    ``(d0,d1,d2,...,dN,d0,d1,d2,...,dN)``.
+    """
+    arr = numpy.array(a)
+    return numpy.reshape(
+        uncert_core.covariance_matrix(arr.ravel()),
+        arr.shape*2,
+    )
+
 
 def unumpy_to_numpy_matrix(arr):
     """