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annotate armadillo-2.4.4/include/armadillo_bits/glue_cov_meat.hpp @ 0:8b6102e2a9b0

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Armadillo Library
author maxzanoni76 <max.zanoni@eecs.qmul.ac.uk>
date Wed, 11 Apr 2012 09:27:06 +0100
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rev   line source
max@0 1 // Copyright (C) 2009-2011 NICTA (www.nicta.com.au)
max@0 2 // Copyright (C) 2009-2011 Conrad Sanderson
max@0 3 // Copyright (C) 2009-2010 Dimitrios Bouzas
max@0 4 //
max@0 5 // This file is part of the Armadillo C++ library.
max@0 6 // It is provided without any warranty of fitness
max@0 7 // for any purpose. You can redistribute this file
max@0 8 // and/or modify it under the terms of the GNU
max@0 9 // Lesser General Public License (LGPL) as published
max@0 10 // by the Free Software Foundation, either version 3
max@0 11 // of the License or (at your option) any later version.
max@0 12 // (see http://www.opensource.org/licenses for more info)
max@0 13
max@0 14
max@0 15 //! \addtogroup glue_cov
max@0 16 //! @{
max@0 17
max@0 18
max@0 19
max@0 20 template<typename eT>
max@0 21 inline
max@0 22 void
max@0 23 glue_cov::direct_cov(Mat<eT>& out, const Mat<eT>& A, const Mat<eT>& B, const uword norm_type)
max@0 24 {
max@0 25 arma_extra_debug_sigprint();
max@0 26
max@0 27 if(A.is_vec() && B.is_vec())
max@0 28 {
max@0 29 arma_debug_check( (A.n_elem != B.n_elem), "cov(): the number of elements in A and B must match" );
max@0 30
max@0 31 const eT* A_ptr = A.memptr();
max@0 32 const eT* B_ptr = B.memptr();
max@0 33
max@0 34 eT A_acc = eT(0);
max@0 35 eT B_acc = eT(0);
max@0 36 eT out_acc = eT(0);
max@0 37
max@0 38 const uword N = A.n_elem;
max@0 39
max@0 40 for(uword i=0; i<N; ++i)
max@0 41 {
max@0 42 const eT A_tmp = A_ptr[i];
max@0 43 const eT B_tmp = B_ptr[i];
max@0 44
max@0 45 A_acc += A_tmp;
max@0 46 B_acc += B_tmp;
max@0 47
max@0 48 out_acc += A_tmp * B_tmp;
max@0 49 }
max@0 50
max@0 51 out_acc -= (A_acc * B_acc)/eT(N);
max@0 52
max@0 53 const eT norm_val = (norm_type == 0) ? ( (N > 1) ? eT(N-1) : eT(1) ) : eT(N);
max@0 54
max@0 55 out.set_size(1,1);
max@0 56 out[0] = out_acc/norm_val;
max@0 57 }
max@0 58 else
max@0 59 {
max@0 60 arma_debug_assert_same_size(A, B, "cov()");
max@0 61
max@0 62 const uword N = A.n_rows;
max@0 63 const eT norm_val = (norm_type == 0) ? ( (N > 1) ? eT(N-1) : eT(1) ) : eT(N);
max@0 64
max@0 65 out = trans(A) * B;
max@0 66 out -= (trans(sum(A)) * sum(B))/eT(N);
max@0 67 out /= norm_val;
max@0 68 }
max@0 69 }
max@0 70
max@0 71
max@0 72
max@0 73 template<typename T>
max@0 74 inline
max@0 75 void
max@0 76 glue_cov::direct_cov(Mat< std::complex<T> >& out, const Mat< std::complex<T> >& A, const Mat< std::complex<T> >& B, const uword norm_type)
max@0 77 {
max@0 78 arma_extra_debug_sigprint();
max@0 79
max@0 80 typedef typename std::complex<T> eT;
max@0 81
max@0 82 if(A.is_vec() && B.is_vec())
max@0 83 {
max@0 84 arma_debug_check( (A.n_elem != B.n_elem), "cov(): the number of elements in A and B must match" );
max@0 85
max@0 86 const eT* A_ptr = A.memptr();
max@0 87 const eT* B_ptr = B.memptr();
max@0 88
max@0 89 eT A_acc = eT(0);
max@0 90 eT B_acc = eT(0);
max@0 91 eT out_acc = eT(0);
max@0 92
max@0 93 const uword N = A.n_elem;
max@0 94
max@0 95 for(uword i=0; i<N; ++i)
max@0 96 {
max@0 97 const eT A_tmp = A_ptr[i];
max@0 98 const eT B_tmp = B_ptr[i];
max@0 99
max@0 100 A_acc += A_tmp;
max@0 101 B_acc += B_tmp;
max@0 102
max@0 103 out_acc += std::conj(A_tmp) * B_tmp;
max@0 104 }
max@0 105
max@0 106 out_acc -= (std::conj(A_acc) * B_acc)/eT(N);
max@0 107
max@0 108 const eT norm_val = (norm_type == 0) ? ( (N > 1) ? eT(N-1) : eT(1) ) : eT(N);
max@0 109
max@0 110 out.set_size(1,1);
max@0 111 out[0] = out_acc/norm_val;
max@0 112 }
max@0 113 else
max@0 114 {
max@0 115 arma_debug_assert_same_size(A, B, "cov()");
max@0 116
max@0 117 const uword N = A.n_rows;
max@0 118 const eT norm_val = (norm_type == 0) ? ( (N > 1) ? eT(N-1) : eT(1) ) : eT(N);
max@0 119
max@0 120 out = trans(A) * B; // out = strans(conj(A)) * B;
max@0 121 out -= (trans(sum(A)) * sum(B))/eT(N); // out -= (strans(conj(sum(A))) * sum(B))/eT(N);
max@0 122 out /= norm_val;
max@0 123 }
max@0 124 }
max@0 125
max@0 126
max@0 127
max@0 128 template<typename T1, typename T2>
max@0 129 inline
max@0 130 void
max@0 131 glue_cov::apply(Mat<typename T1::elem_type>& out, const Glue<T1,T2,glue_cov>& X)
max@0 132 {
max@0 133 arma_extra_debug_sigprint();
max@0 134
max@0 135 typedef typename T1::elem_type eT;
max@0 136
max@0 137 const unwrap_check<T1> A_tmp(X.A, out);
max@0 138 const unwrap_check<T2> B_tmp(X.B, out);
max@0 139
max@0 140 const Mat<eT>& A = A_tmp.M;
max@0 141 const Mat<eT>& B = B_tmp.M;
max@0 142
max@0 143 const uword norm_type = X.aux_uword;
max@0 144
max@0 145 if(&A != &B)
max@0 146 {
max@0 147 glue_cov::direct_cov(out, A, B, norm_type);
max@0 148 }
max@0 149 else
max@0 150 {
max@0 151 op_cov::direct_cov(out, A, norm_type);
max@0 152 }
max@0 153
max@0 154 }
max@0 155
max@0 156
max@0 157
max@0 158 //! @}