Variance

Different programs implement variance in different ways. This can lead to confusing results when you move from one set of functions to another.

scipy.stats.cov() normalizes by (N-1), by default, bias=False. By setting bias=True, you will normalize by N.

However, scipy.var() normalizes by N.

In Octave, var( x, 0 ) biases by N-1, and var( x, 1 ) biases by N.

Matlab and R, I think, do things slightly differently.

Scipy and NumPy Documentation

Python has modules several modules, Scipy and NumPy, that offer very similar functionality to the functions offered by Matlab. (This is not a conclusive list of math/science related Python modules, but this is a good place to start.)

N.B. I found that to use scipy.linalg.eig(A), I needed to say: import scipy; from scipy import linalg. That did the old tricking.

The Tentative NumPy Tutorial may be found here.

NumPy for Matlab users may be found here.