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1 // Copyright (C) 2009-2011 NICTA (www.nicta.com.au)
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2 // Copyright (C) 2009-2011 Conrad Sanderson
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3 // Copyright (C) 2009-2010 Dimitrios Bouzas
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4 //
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5 // This file is part of the Armadillo C++ library.
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6 // It is provided without any warranty of fitness
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7 // for any purpose. You can redistribute this file
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8 // and/or modify it under the terms of the GNU
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9 // Lesser General Public License (LGPL) as published
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10 // by the Free Software Foundation, either version 3
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11 // of the License or (at your option) any later version.
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12 // (see http://www.opensource.org/licenses for more info)
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13
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14
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15
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16 //! \addtogroup op_cov
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17 //! @{
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18
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19
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20
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21 template<typename eT>
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22 inline
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23 void
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24 op_cov::direct_cov(Mat<eT>& out, const Mat<eT>& A, const uword norm_type)
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25 {
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26 arma_extra_debug_sigprint();
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27
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28 if(A.is_vec())
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29 {
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30 if(A.n_rows == 1)
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31 {
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32 out = var(trans(A), norm_type);
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33 }
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34 else
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35 {
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36 out = var(A, norm_type);
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37 }
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38 }
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39 else
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40 {
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41 const uword N = A.n_rows;
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42 const eT norm_val = (norm_type == 0) ? ( (N > 1) ? eT(N-1) : eT(1) ) : eT(N);
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43
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44 const Row<eT> acc = sum(A);
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45
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46 out = trans(A) * A;
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47 out -= (trans(acc) * acc)/eT(N);
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48 out /= norm_val;
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49 }
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50 }
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51
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52
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53
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54 template<typename T>
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55 inline
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56 void
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57 op_cov::direct_cov(Mat< std::complex<T> >& out, const Mat< std::complex<T> >& A, const uword norm_type)
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58 {
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59 arma_extra_debug_sigprint();
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60
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61 typedef typename std::complex<T> eT;
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62
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63 if(A.is_vec())
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64 {
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65 if(A.n_rows == 1)
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66 {
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67 const Mat<T> tmp_mat = var(trans(A), norm_type);
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68 out.set_size(1,1);
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69 out[0] = tmp_mat[0];
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70 }
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71 else
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72 {
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73 const Mat<T> tmp_mat = var(A, norm_type);
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74 out.set_size(1,1);
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75 out[0] = tmp_mat[0];
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76 }
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77 }
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78 else
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79 {
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80 const uword N = A.n_rows;
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81 const eT norm_val = (norm_type == 0) ? ( (N > 1) ? eT(N-1) : eT(1) ) : eT(N);
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82
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83 const Row<eT> acc = sum(A);
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84
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85 out = trans(A) * A; // out = strans(conj(A)) * A;
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86 out -= (trans(acc) * acc)/eT(N); // out -= (strans(conj(acc)) * acc)/eT(N);
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87 out /= norm_val;
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88 }
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89 }
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90
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91
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92
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93 template<typename T1>
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94 inline
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95 void
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96 op_cov::apply(Mat<typename T1::elem_type>& out, const Op<T1,op_cov>& in)
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97 {
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98 arma_extra_debug_sigprint();
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99
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100 typedef typename T1::elem_type eT;
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101
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102 const unwrap_check<T1> tmp(in.m, out);
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103 const Mat<eT>& A = tmp.M;
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104
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105 const uword norm_type = in.aux_uword_a;
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106
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107 op_cov::direct_cov(out, A, norm_type);
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108 }
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109
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110
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111
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112 //! @}
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