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For the anomaly detection, the covariance matrix of the image is computed. If the covariance matrix is not invertible, you will get the "Covariance matrix is singular" error. For example, if your image has a band with all-zero values, you will get this error. You can try to select "Spectral Subset" to exclude the bad bands in Anomaly Detection Workflow.
-Xiaoying
Exelis VIS
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