Chris@49: // Copyright (C) 2009-2011 NICTA (www.nicta.com.au)
Chris@49: // Copyright (C) 2009-2011 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: 
Chris@49: //! \addtogroup op_cov
Chris@49: //! @{
Chris@49: 
Chris@49: 
Chris@49: 
Chris@49: template<typename eT>
Chris@49: inline
Chris@49: void
Chris@49: op_cov::direct_cov(Mat<eT>& out, const Mat<eT>& A, const uword norm_type)
Chris@49:   {
Chris@49:   arma_extra_debug_sigprint();
Chris@49:   
Chris@49:   if(A.is_vec())
Chris@49:     {
Chris@49:     if(A.n_rows == 1)
Chris@49:       {
Chris@49:       out = var(trans(A), norm_type);      
Chris@49:       }
Chris@49:     else
Chris@49:       {
Chris@49:       out = var(A, norm_type);
Chris@49:       }
Chris@49:     }
Chris@49:   else
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:     const Row<eT> acc = sum(A);
Chris@49: 
Chris@49:     out = trans(A) * A;
Chris@49:     out -= (trans(acc) * acc)/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: op_cov::direct_cov(Mat< std::complex<T> >& out, const Mat< std::complex<T> >& A, 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())
Chris@49:     {
Chris@49:     if(A.n_rows == 1)
Chris@49:       {
Chris@49:       const Mat<T> tmp_mat = var(trans(A), norm_type);
Chris@49:       out.set_size(1,1);
Chris@49:       out[0] = tmp_mat[0];
Chris@49:       }
Chris@49:     else
Chris@49:       {
Chris@49:       const Mat<T> tmp_mat = var(A, norm_type);
Chris@49:       out.set_size(1,1);
Chris@49:       out[0] = tmp_mat[0];
Chris@49:       }
Chris@49:     }
Chris@49:   else
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:     const Row<eT> acc = sum(A);
Chris@49:     
Chris@49:     out = trans(A) * A;               // out = strans(conj(A)) * A;
Chris@49:     out -= (trans(acc) * acc)/eT(N);  // out -= (strans(conj(acc)) * acc)/eT(N);
Chris@49:     out /= norm_val;
Chris@49:     }
Chris@49:   }
Chris@49: 
Chris@49: 
Chris@49: 
Chris@49: template<typename T1>
Chris@49: inline
Chris@49: void
Chris@49: op_cov::apply(Mat<typename T1::elem_type>& out, const Op<T1,op_cov>& in)
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> tmp(in.m, out);
Chris@49:   const Mat<eT>& A     = tmp.M;
Chris@49:   
Chris@49:   const uword norm_type = in.aux_uword_a;
Chris@49:   
Chris@49:   op_cov::direct_cov(out, A, norm_type);
Chris@49:   }
Chris@49: 
Chris@49: 
Chris@49: 
Chris@49: //! @}