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如何在协方差矩阵中找到退化行/列

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I am using numpy.cov to create a covariance matrix from a dataset of over 400 time series. Using linalg.det gives me a value of zero so matrix is singular. I can use linalg.svd to see that the rank is two less than the number of columns so somewhere in the covariance matrix I have some linear combinations to make the matrix degenerate. I have used corrcoef on the underlying timeseries but no correlation > 0.78 so not obvious there. Can someone suggest a method to determine the location of the degenerate columns. Thank you.I am using numpy.cov to create a covariance mat




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