Chris@49: // Copyright (C) 2009-2012 NICTA (www.nicta.com.au)
Chris@49: // Copyright (C) 2009-2012 Conrad Sanderson
Chris@49: // Copyright (C) 2009-2010 Dimitrios Bouzas
Chris@49: // 
Chris@49: // This Source Code Form is subject to the terms of the Mozilla Public
Chris@49: // License, v. 2.0. If a copy of the MPL was not distributed with this
Chris@49: // file, You can obtain one at http://mozilla.org/MPL/2.0/.
Chris@49: 
Chris@49: 
Chris@49: //! \addtogroup glue_cov
Chris@49: //! @{
Chris@49: 
Chris@49: 
Chris@49: 
Chris@49: template<typename eT>
Chris@49: inline
Chris@49: void
Chris@49: glue_cov::direct_cov(Mat<eT>& out, const Mat<eT>& A, const Mat<eT>& B, const uword norm_type)
Chris@49:   {
Chris@49:   arma_extra_debug_sigprint();
Chris@49: 
Chris@49:   if(A.is_vec() && B.is_vec())
Chris@49:     {
Chris@49:     arma_debug_check( (A.n_elem != B.n_elem), "cov(): the number of elements in A and B must match" );
Chris@49: 
Chris@49:     const eT* A_ptr = A.memptr();
Chris@49:     const eT* B_ptr = B.memptr();
Chris@49: 
Chris@49:     eT A_acc   = eT(0);
Chris@49:     eT B_acc   = eT(0);
Chris@49:     eT out_acc = eT(0);
Chris@49: 
Chris@49:     const uword N = A.n_elem;
Chris@49: 
Chris@49:     for(uword i=0; i<N; ++i)
Chris@49:       {
Chris@49:       const eT A_tmp = A_ptr[i];
Chris@49:       const eT B_tmp = B_ptr[i];
Chris@49: 
Chris@49:       A_acc += A_tmp;
Chris@49:       B_acc += B_tmp;
Chris@49: 
Chris@49:       out_acc += A_tmp * B_tmp;
Chris@49:       }
Chris@49: 
Chris@49:     out_acc -= (A_acc * B_acc)/eT(N);
Chris@49: 
Chris@49:     const eT norm_val = (norm_type == 0) ? ( (N > 1) ? eT(N-1) : eT(1) ) : eT(N);
Chris@49: 
Chris@49:     out.set_size(1,1);
Chris@49:     out[0] = out_acc/norm_val;
Chris@49:     }
Chris@49:   else
Chris@49:     {
Chris@49:     arma_debug_assert_mul_size(A, B, true, false, "cov()");
Chris@49:     
Chris@49:     const uword N = A.n_rows;
Chris@49:     const eT norm_val = (norm_type == 0) ? ( (N > 1) ? eT(N-1) : eT(1) ) : eT(N);
Chris@49:     
Chris@49:     out = trans(A) * B;
Chris@49:     out -= (trans(sum(A)) * sum(B))/eT(N);
Chris@49:     out /= norm_val;
Chris@49:     }
Chris@49:   }
Chris@49: 
Chris@49: 
Chris@49: 
Chris@49: template<typename T>
Chris@49: inline
Chris@49: void
Chris@49: 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)
Chris@49:   {
Chris@49:   arma_extra_debug_sigprint();
Chris@49: 
Chris@49:   typedef typename std::complex<T> eT;
Chris@49: 
Chris@49:   if(A.is_vec() && B.is_vec())
Chris@49:     { 
Chris@49:     arma_debug_check( (A.n_elem != B.n_elem), "cov(): the number of elements in A and B must match" );
Chris@49: 
Chris@49:     const eT* A_ptr = A.memptr();
Chris@49:     const eT* B_ptr = B.memptr();        
Chris@49: 
Chris@49:     eT A_acc   = eT(0);
Chris@49:     eT B_acc   = eT(0);
Chris@49:     eT out_acc = eT(0);
Chris@49: 
Chris@49:     const uword N = A.n_elem;
Chris@49: 
Chris@49:     for(uword i=0; i<N; ++i)
Chris@49:       {
Chris@49:       const eT A_tmp = A_ptr[i];
Chris@49:       const eT B_tmp = B_ptr[i];
Chris@49: 
Chris@49:       A_acc += A_tmp;
Chris@49:       B_acc += B_tmp;
Chris@49: 
Chris@49:       out_acc += std::conj(A_tmp) * B_tmp;
Chris@49:       }
Chris@49: 
Chris@49:     out_acc -= (std::conj(A_acc) * B_acc)/eT(N);
Chris@49: 
Chris@49:     const eT norm_val = (norm_type == 0) ? ( (N > 1) ? eT(N-1) : eT(1) ) : eT(N);
Chris@49: 
Chris@49:     out.set_size(1,1);
Chris@49:     out[0] = out_acc/norm_val;
Chris@49:     }
Chris@49:   else
Chris@49:     {
Chris@49:     arma_debug_assert_mul_size(A, B, true, false, "cov()");
Chris@49:     
Chris@49:     const uword N = A.n_rows;
Chris@49:     const eT norm_val = (norm_type == 0) ? ( (N > 1) ? eT(N-1) : eT(1) ) : eT(N);
Chris@49:     
Chris@49:     out = trans(A) * B;                     // out = strans(conj(A)) * B;
Chris@49:     out -= (trans(sum(A)) * sum(B))/eT(N);  // out -= (strans(conj(sum(A))) * sum(B))/eT(N);
Chris@49:     out /= norm_val;
Chris@49:     }
Chris@49:   }
Chris@49: 
Chris@49: 
Chris@49: 
Chris@49: template<typename T1, typename T2>
Chris@49: inline
Chris@49: void
Chris@49: glue_cov::apply(Mat<typename T1::elem_type>& out, const Glue<T1,T2,glue_cov>& X)
Chris@49:   {
Chris@49:   arma_extra_debug_sigprint();
Chris@49: 
Chris@49:   typedef typename T1::elem_type eT;
Chris@49: 
Chris@49:   const unwrap_check<T1> A_tmp(X.A, out);
Chris@49:   const unwrap_check<T2> B_tmp(X.B, out);
Chris@49: 
Chris@49:   const Mat<eT>& A = A_tmp.M;
Chris@49:   const Mat<eT>& B = B_tmp.M;
Chris@49:   
Chris@49:   const uword norm_type = X.aux_uword;
Chris@49: 
Chris@49:   if(&A != &B)
Chris@49:     {
Chris@49:     glue_cov::direct_cov(out, A, B, norm_type);
Chris@49:     }
Chris@49:   else
Chris@49:     {
Chris@49:     op_cov::direct_cov(out, A, norm_type);
Chris@49:     }
Chris@49:   
Chris@49:   }
Chris@49: 
Chris@49: 
Chris@49: 
Chris@49: //! @}