Op_cov

//! More...

Classes
class	op_cov
Functions
template<typename eT >
static void	op_cov::direct_cov (Mat< eT > &out, const Mat< eT > &X, const u32 norm_type)
template<typename T >
static void	op_cov::direct_cov (Mat< std::complex< T > > &out, const Mat< std::complex< T > > &X, const u32 norm_type)
template<typename T1 >
static void	op_cov::apply (Mat< typename T1::elem_type > &out, const Op< T1, op_cov > &in)

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Detailed Description

//!

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Function Documentation

template<typename eT >

void op_cov::direct_cov	(	Mat< eT > &	out,
		const Mat< eT > &	X,
		const u32	norm_type
	)			[inline, static, inherited]

Definition at line 27 of file op_cov_meat.hpp.

References Mat< eT >::is_vec(), Mat< eT >::n_rows, sum(), trans(), and var().

Referenced by apply().

  {
  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 u32 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 >

void op_cov::direct_cov	(	Mat< std::complex< T > > &	out,
		const Mat< std::complex< T > > &	X,
		const u32	norm_type
	)			[inline, static, inherited]

Definition at line 60 of file op_cov_meat.hpp.

References conj(), Mat< eT >::n_rows, sum(), trans(), and var().

  {
  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 u32 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(conj(A)) * A;
    out -= (trans(conj(acc)) * acc)/eT(N);
    out /= norm_val;
    }
  }

template<typename T1 >

void op_cov::apply	(	Mat< typename T1::elem_type > &	out,
		const Op< T1, op_cov > &	in
	)			[inline, static, inherited]

Definition at line 99 of file op_cov_meat.hpp.

References Op< T1, op_type >::aux_u32_a, direct_cov(), unwrap_check< T1 >::M, and Op< T1, op_type >::m.

  {
  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 u32 norm_type = in.aux_u32_a;
  
  op_cov::direct_cov(out, A, norm_type);
  }