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

Armadillo Library

+// Copyright (C) 2009-2011 NICTA (www.nicta.com.au)
+// Copyright (C) 2009-2011 Conrad Sanderson
+// Copyright (C) 2009-2010 Dimitrios Bouzas
+// 
+// This file is part of the Armadillo C++ library.
+// It is provided without any warranty of fitness
+// for any purpose. You can redistribute this file
+// and/or modify it under the terms of the GNU
+// Lesser General Public License (LGPL) as published
+// by the Free Software Foundation, either version 3
+// of the License or (at your option) any later version.
+// (see http://www.opensource.org/licenses for more info)
+
+
+//! \addtogroup glue_cov
+//! @{
+
+
+
+template<typename eT>
+inline
+void
+glue_cov::direct_cov(Mat<eT>& out, const Mat<eT>& A, const Mat<eT>& B, const uword norm_type)
+  {
+  arma_extra_debug_sigprint();
+
+  if(A.is_vec() && B.is_vec())
+    {
+    arma_debug_check( (A.n_elem != B.n_elem), "cov(): the number of elements in A and B must match" );
+
+    const eT* A_ptr = A.memptr();
+    const eT* B_ptr = B.memptr();
+
+    eT A_acc   = eT(0);
+    eT B_acc   = eT(0);
+    eT out_acc = eT(0);
+
+    const uword N = A.n_elem;
+
+    for(uword i=0; i<N; ++i)
+      {
+      const eT A_tmp = A_ptr[i];
+      const eT B_tmp = B_ptr[i];
+
+      A_acc += A_tmp;
+      B_acc += B_tmp;
+
+      out_acc += A_tmp * B_tmp;
+      }
+
+    out_acc -= (A_acc * B_acc)/eT(N);
+
+    const eT norm_val = (norm_type == 0) ? ( (N > 1) ? eT(N-1) : eT(1) ) : eT(N);
+
+    out.set_size(1,1);
+    out[0] = out_acc/norm_val;
+    }
+  else
+    {
+    arma_debug_assert_same_size(A, B, "cov()");
+
+    const uword N = A.n_rows;
+    const eT norm_val = (norm_type == 0) ? ( (N > 1) ? eT(N-1) : eT(1) ) : eT(N);
+
+    out = trans(A) * B;
+    out -= (trans(sum(A)) * sum(B))/eT(N);
+    out /= norm_val;
+    }
+  }
+
+
+
+template<typename T>
+inline
+void
+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)
+  {
+  arma_extra_debug_sigprint();
+
+  typedef typename std::complex<T> eT;
+
+  if(A.is_vec() && B.is_vec())
+    { 
+    arma_debug_check( (A.n_elem != B.n_elem), "cov(): the number of elements in A and B must match" );
+
+    const eT* A_ptr = A.memptr();
+    const eT* B_ptr = B.memptr();        
+
+    eT A_acc   = eT(0);
+    eT B_acc   = eT(0);
+    eT out_acc = eT(0);
+
+    const uword N = A.n_elem;
+
+    for(uword i=0; i<N; ++i)
+      {
+      const eT A_tmp = A_ptr[i];
+      const eT B_tmp = B_ptr[i];
+
+      A_acc += A_tmp;
+      B_acc += B_tmp;
+
+      out_acc += std::conj(A_tmp) * B_tmp;
+      }
+
+    out_acc -= (std::conj(A_acc) * B_acc)/eT(N);
+
+    const eT norm_val = (norm_type == 0) ? ( (N > 1) ? eT(N-1) : eT(1) ) : eT(N);
+
+    out.set_size(1,1);
+    out[0] = out_acc/norm_val;
+    }
+  else
+    {
+    arma_debug_assert_same_size(A, B, "cov()");
+  
+    const uword N = A.n_rows;
+    const eT norm_val = (norm_type == 0) ? ( (N > 1) ? eT(N-1) : eT(1) ) : eT(N);
+    
+    out = trans(A) * B;                     // out = strans(conj(A)) * B;
+    out -= (trans(sum(A)) * sum(B))/eT(N);  // out -= (strans(conj(sum(A))) * sum(B))/eT(N);
+    out /= norm_val;
+    }
+  }
+
+
+
+template<typename T1, typename T2>
+inline
+void
+glue_cov::apply(Mat<typename T1::elem_type>& out, const Glue<T1,T2,glue_cov>& X)
+  {
+  arma_extra_debug_sigprint();
+
+  typedef typename T1::elem_type eT;
+
+  const unwrap_check<T1> A_tmp(X.A, out);
+  const unwrap_check<T2> B_tmp(X.B, out);
+
+  const Mat<eT>& A = A_tmp.M;
+  const Mat<eT>& B = B_tmp.M;
+  
+  const uword norm_type = X.aux_uword;
+
+  if(&A != &B)
+    {
+    glue_cov::direct_cov(out, A, B, norm_type);
+    }
+  else
+    {
+    op_cov::direct_cov(out, A, norm_type);
+    }
+  
+  }
+
+
+
+//! @}