diff armadillo-2.4.4/include/armadillo_bits/op_cov_meat.hpp @ 0:8b6102e2a9b0

Armadillo Library

--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/armadillo-2.4.4/include/armadillo_bits/op_cov_meat.hpp	Wed Apr 11 09:27:06 2012 +0100
@@ -0,0 +1,112 @@
+// 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 op_cov
+//! @{
+
+
+
+template<typename eT>
+inline
+void
+op_cov::direct_cov(Mat<eT>& out, const Mat<eT>& A, const uword norm_type)
+  {
+  arma_extra_debug_sigprint();
+  
+  if(A.is_vec())
+    {
+    if(A.n_rows == 1)
+      {
+      out = var(trans(A), norm_type);      
+      }
+    else
+      {
+      out = var(A, norm_type);
+      }
+    }
+  else
+    {
+    const uword N = A.n_rows;
+    const eT norm_val = (norm_type == 0) ? ( (N > 1) ? eT(N-1) : eT(1) ) : eT(N);
+
+    const Row<eT> acc = sum(A);
+
+    out = trans(A) * A;
+    out -= (trans(acc) * acc)/eT(N);
+    out /= norm_val;
+    }
+  }
+
+
+
+template<typename T>
+inline
+void
+op_cov::direct_cov(Mat< std::complex<T> >& out, const Mat< std::complex<T> >& A, const uword norm_type)
+  {
+  arma_extra_debug_sigprint();
+  
+  typedef typename std::complex<T> eT;
+  
+  if(A.is_vec())
+    {
+    if(A.n_rows == 1)
+      {
+      const Mat<T> tmp_mat = var(trans(A), norm_type);
+      out.set_size(1,1);
+      out[0] = tmp_mat[0];
+      }
+    else
+      {
+      const Mat<T> tmp_mat = var(A, norm_type);
+      out.set_size(1,1);
+      out[0] = tmp_mat[0];
+      }
+    }
+  else
+    {
+    const uword N = A.n_rows;
+    const eT norm_val = (norm_type == 0) ? ( (N > 1) ? eT(N-1) : eT(1) ) : eT(N);
+    
+    const Row<eT> acc = sum(A);
+    
+    out = trans(A) * A;               // out = strans(conj(A)) * A;
+    out -= (trans(acc) * acc)/eT(N);  // out -= (strans(conj(acc)) * acc)/eT(N);
+    out /= norm_val;
+    }
+  }
+
+
+
+template<typename T1>
+inline
+void
+op_cov::apply(Mat<typename T1::elem_type>& out, const Op<T1,op_cov>& in)
+  {
+  arma_extra_debug_sigprint();
+  
+  typedef typename T1::elem_type eT;
+  
+  const unwrap_check<T1> tmp(in.m, out);
+  const Mat<eT>& A     = tmp.M;
+  
+  const uword norm_type = in.aux_uword_a;
+  
+  op_cov::direct_cov(out, A, norm_type);
+  }
+
+
+
+//! @}