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