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1 // Copyright (C) 2009-2012 NICTA (www.nicta.com.au)
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2 // Copyright (C) 2009-2012 Conrad Sanderson
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3 // Copyright (C) 2009-2010 Dimitrios Bouzas
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4 //
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5 // This Source Code Form is subject to the terms of the Mozilla Public
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6 // License, v. 2.0. If a copy of the MPL was not distributed with this
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7 // file, You can obtain one at http://mozilla.org/MPL/2.0/.
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8
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9
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10 //! \addtogroup glue_cor
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11 //! @{
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12
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13
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14
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15 template<typename eT>
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16 inline
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17 void
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18 glue_cor::direct_cor(Mat<eT>& out, const Mat<eT>& A, const Mat<eT>& B, const uword norm_type)
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19 {
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20 arma_extra_debug_sigprint();
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21
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22 if(A.is_empty() || B.is_empty() )
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23 {
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24 out.reset();
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25 return;
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26 }
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27
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28 if(A.is_vec() && B.is_vec())
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29 {
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30 arma_debug_check( (A.n_elem != B.n_elem), "cor(): the number of elements in the two vectors must match" );
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31
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32 const eT* A_ptr = A.memptr();
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33 const eT* B_ptr = B.memptr();
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34
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35 eT A_acc = eT(0);
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36 eT B_acc = eT(0);
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37 eT out_acc = eT(0);
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38
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39 const uword N = A.n_elem;
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40
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41 for(uword i=0; i<N; ++i)
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42 {
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43 const eT A_tmp = A_ptr[i];
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44 const eT B_tmp = B_ptr[i];
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45
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46 A_acc += A_tmp;
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47 B_acc += B_tmp;
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48
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49 out_acc += A_tmp * B_tmp;
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50 }
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51
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52 out_acc -= (A_acc * B_acc)/eT(N);
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53
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54 const eT norm_val = (norm_type == 0) ? ( (N > 1) ? eT(N-1) : eT(1) ) : eT(N);
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55
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56 out.set_size(1,1);
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57 out[0] = out_acc/norm_val;
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58
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59 const Mat<eT> stddev_A = (A.n_rows == 1) ? Mat<eT>(stddev(trans(A))) : Mat<eT>(stddev(A));
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60 const Mat<eT> stddev_B = (B.n_rows == 1) ? Mat<eT>(stddev(trans(B))) : Mat<eT>(stddev(B));
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61
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62 out /= stddev_A * stddev_B;
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63 }
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64 else
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65 {
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66 arma_debug_assert_mul_size(A, B, true, false, "cor()");
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67
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68 const uword N = A.n_rows;
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69 const eT norm_val = (norm_type == 0) ? ( (N > 1) ? eT(N-1) : eT(1) ) : eT(N);
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70
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71 out = trans(A) * B;
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72 out -= (trans(sum(A)) * sum(B))/eT(N);
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73 out /= norm_val;
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74 out /= trans(stddev(A)) * stddev(B);
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75 }
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76 }
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77
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78
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79
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80 template<typename T>
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81 inline
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82 void
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83 glue_cor::direct_cor(Mat< std::complex<T> >& out, const Mat< std::complex<T> >& A, const Mat< std::complex<T> >& B, const uword norm_type)
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84 {
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85 arma_extra_debug_sigprint();
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86
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87 typedef typename std::complex<T> eT;
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88
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89 if(A.is_empty() || B.is_empty() )
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90 {
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91 out.reset();
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92 return;
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93 }
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94
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95 if(A.is_vec() && B.is_vec())
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96 {
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97 arma_debug_check( (A.n_elem != B.n_elem), "cor(): the number of elements in the two vectors must match" );
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98
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99 const eT* A_ptr = A.memptr();
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100 const eT* B_ptr = B.memptr();
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101
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102 eT A_acc = eT(0);
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103 eT B_acc = eT(0);
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104 eT out_acc = eT(0);
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105
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106 const uword N = A.n_elem;
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107
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108 for(uword i=0; i<N; ++i)
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109 {
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110 const eT A_tmp = A_ptr[i];
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111 const eT B_tmp = B_ptr[i];
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112
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113 A_acc += A_tmp;
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114 B_acc += B_tmp;
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115
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116 out_acc += std::conj(A_tmp) * B_tmp;
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117 }
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118
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119 out_acc -= (std::conj(A_acc) * B_acc)/eT(N);
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120
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121 const eT norm_val = (norm_type == 0) ? ( (N > 1) ? eT(N-1) : eT(1) ) : eT(N);
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122
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123 out.set_size(1,1);
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124 out[0] = out_acc/norm_val;
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125
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126 const Mat<T> stddev_A = (A.n_rows == 1) ? Mat<T>(stddev(trans(A))) : Mat<T>(stddev(A));
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127 const Mat<T> stddev_B = (B.n_rows == 1) ? Mat<T>(stddev(trans(B))) : Mat<T>(stddev(B));
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128
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129 out /= conv_to< Mat<eT> >::from( stddev_A * stddev_B );
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130 }
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131 else
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132 {
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133 arma_debug_assert_mul_size(A, B, true, false, "cor()");
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134
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135 const uword N = A.n_rows;
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136 const eT norm_val = (norm_type == 0) ? ( (N > 1) ? eT(N-1) : eT(1) ) : eT(N);
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137
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138 out = trans(A) * B; // out = strans(conj(A)) * B;
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139 out -= (trans(sum(A)) * sum(B))/eT(N); // out -= (strans(conj(sum(A))) * sum(B))/eT(N);
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140 out /= norm_val;
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141 out /= conv_to< Mat<eT> >::from( trans(stddev(A)) * stddev(B) );
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142 }
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143 }
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144
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145
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146
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147 template<typename T1, typename T2>
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148 inline
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149 void
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150 glue_cor::apply(Mat<typename T1::elem_type>& out, const Glue<T1,T2,glue_cor>& X)
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151 {
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152 arma_extra_debug_sigprint();
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153
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154 typedef typename T1::elem_type eT;
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155
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156 const unwrap_check<T1> A_tmp(X.A, out);
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157 const unwrap_check<T2> B_tmp(X.B, out);
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158
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159 const Mat<eT>& A = A_tmp.M;
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160 const Mat<eT>& B = B_tmp.M;
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161
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162 const uword norm_type = X.aux_uword;
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163
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164 if(&A != &B)
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165 {
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166 glue_cor::direct_cor(out, A, B, norm_type);
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167 }
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168 else
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169 {
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170 op_cor::direct_cor(out, A, norm_type);
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171 }
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172 }
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173
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174
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175
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176 //! @}
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