408 lines
9.0 KiB
C++
408 lines
9.0 KiB
C++
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// Copyright (C) 2012-2015 National ICT Australia (NICTA)
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//
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// This Source Code Form is subject to the terms of the Mozilla Public
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// License, v. 2.0. If a copy of the MPL was not distributed with this
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// file, You can obtain one at http://mozilla.org/MPL/2.0/.
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// -------------------------------------------------------------------
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//
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// Written by Conrad Sanderson - http://conradsanderson.id.au
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// Written by Ryan Curtin
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//! \addtogroup spop_var
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//! @{
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template<typename T1>
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inline
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void
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spop_var::apply(SpMat<typename T1::pod_type>& out, const mtSpOp<typename T1::pod_type, T1, spop_var>& in)
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{
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arma_extra_debug_sigprint();
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//typedef typename T1::elem_type in_eT;
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typedef typename T1::pod_type out_eT;
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const uword norm_type = in.aux_uword_a;
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const uword dim = in.aux_uword_b;
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arma_debug_check( (norm_type > 1), "var(): parameter 'norm_type' must be 0 or 1" );
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arma_debug_check( (dim > 1), "var(): parameter 'dim' must be 0 or 1" );
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const SpProxy<T1> p(in.m);
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if(p.is_alias(out) == false)
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{
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spop_var::apply_noalias(out, p, norm_type, dim);
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}
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else
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{
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SpMat<out_eT> tmp;
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spop_var::apply_noalias(tmp, p, norm_type, dim);
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out.steal_mem(tmp);
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}
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}
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template<typename T1>
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inline
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void
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spop_var::apply_noalias
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(
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SpMat<typename T1::pod_type>& out,
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const SpProxy<T1>& p,
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const uword norm_type,
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const uword dim
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)
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{
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arma_extra_debug_sigprint();
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typedef typename T1::elem_type in_eT;
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//typedef typename T1::pod_type out_eT;
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const uword p_n_rows = p.get_n_rows();
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const uword p_n_cols = p.get_n_cols();
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// TODO: this is slow; rewrite based on the approach used by sparse mean()
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if(dim == 0) // find variance in each column
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{
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arma_extra_debug_print("spop_var::apply_noalias(): dim = 0");
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out.set_size((p_n_rows > 0) ? 1 : 0, p_n_cols);
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if( (p_n_rows == 0) || (p.get_n_nonzero() == 0) ) { return; }
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for(uword col = 0; col < p_n_cols; ++col)
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{
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if(SpProxy<T1>::must_use_iterator)
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{
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// We must use an iterator; we can't access memory directly.
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typename SpProxy<T1>::const_iterator_type it = p.begin_col(col);
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typename SpProxy<T1>::const_iterator_type end = p.begin_col(col + 1);
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const uword n_zero = p_n_rows - (end.pos() - it.pos());
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// in_eT is used just to get the specialization right (complex / noncomplex)
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out.at(0, col) = spop_var::iterator_var(it, end, n_zero, norm_type, in_eT(0));
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}
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else
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{
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// We can use direct memory access to calculate the variance.
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out.at(0, col) = spop_var::direct_var
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(
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&p.get_values()[p.get_col_ptrs()[col]],
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p.get_col_ptrs()[col + 1] - p.get_col_ptrs()[col],
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p_n_rows,
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norm_type
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);
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}
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}
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}
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else
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if(dim == 1) // find variance in each row
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{
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arma_extra_debug_print("spop_var::apply_noalias(): dim = 1");
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out.set_size(p_n_rows, (p_n_cols > 0) ? 1 : 0);
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if( (p_n_cols == 0) || (p.get_n_nonzero() == 0) ) { return; }
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for(uword row = 0; row < p_n_rows; ++row)
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{
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// We have to use an iterator here regardless of whether or not we can
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// directly access memory.
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typename SpProxy<T1>::const_row_iterator_type it = p.begin_row(row);
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typename SpProxy<T1>::const_row_iterator_type end = p.end_row(row);
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const uword n_zero = p_n_cols - (end.pos() - it.pos());
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out.at(row, 0) = spop_var::iterator_var(it, end, n_zero, norm_type, in_eT(0));
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}
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}
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}
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template<typename T1>
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inline
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typename T1::pod_type
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spop_var::var_vec
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(
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const T1& X,
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const uword norm_type
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)
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{
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arma_extra_debug_sigprint();
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arma_debug_check( (norm_type > 1), "var(): parameter 'norm_type' must be 0 or 1" );
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// conditionally unwrap it into a temporary and then directly operate.
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const unwrap_spmat<T1> tmp(X);
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return direct_var(tmp.M.values, tmp.M.n_nonzero, tmp.M.n_elem, norm_type);
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}
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template<typename eT>
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inline
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eT
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spop_var::direct_var
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(
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const eT* const X,
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const uword length,
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const uword N,
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const uword norm_type
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)
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{
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arma_extra_debug_sigprint();
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if(length >= 2 && N >= 2)
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{
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const eT acc1 = spop_mean::direct_mean(X, length, N);
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eT acc2 = eT(0);
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eT acc3 = eT(0);
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uword i, j;
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for(i = 0, j = 1; j < length; i += 2, j += 2)
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{
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const eT Xi = X[i];
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const eT Xj = X[j];
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const eT tmpi = acc1 - Xi;
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const eT tmpj = acc1 - Xj;
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acc2 += tmpi * tmpi + tmpj * tmpj;
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acc3 += tmpi + tmpj;
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}
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if(i < length)
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{
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const eT Xi = X[i];
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const eT tmpi = acc1 - Xi;
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acc2 += tmpi * tmpi;
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acc3 += tmpi;
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}
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// Now add in all zero elements.
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acc2 += (N - length) * (acc1 * acc1);
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acc3 += (N - length) * acc1;
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const eT norm_val = (norm_type == 0) ? eT(N - 1) : eT(N);
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const eT var_val = (acc2 - (acc3 * acc3) / eT(N)) / norm_val;
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return var_val;
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}
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else if(length == 1 && N > 1) // if N == 1, then variance is zero.
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{
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const eT mean = X[0] / eT(N);
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const eT val = mean - X[0];
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const eT acc2 = (val * val) + (N - length) * (mean * mean);
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const eT acc3 = val + (N - length) * mean;
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const eT norm_val = (norm_type == 0) ? eT(N - 1) : eT(N);
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const eT var_val = (acc2 - (acc3 * acc3) / eT(N)) / norm_val;
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return var_val;
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}
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else
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{
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return eT(0);
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}
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}
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template<typename T>
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inline
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T
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spop_var::direct_var
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(
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const std::complex<T>* const X,
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const uword length,
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const uword N,
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const uword norm_type
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)
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{
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arma_extra_debug_sigprint();
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typedef typename std::complex<T> eT;
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if(length >= 2 && N >= 2)
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{
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const eT acc1 = spop_mean::direct_mean(X, length, N);
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T acc2 = T(0);
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eT acc3 = eT(0);
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for (uword i = 0; i < length; ++i)
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{
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const eT tmp = acc1 - X[i];
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acc2 += std::norm(tmp);
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acc3 += tmp;
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}
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// Add zero elements to sums
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acc2 += std::norm(acc1) * T(N - length);
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acc3 += acc1 * T(N - length);
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const T norm_val = (norm_type == 0) ? T(N - 1) : T(N);
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const T var_val = (acc2 - std::norm(acc3) / T(N)) / norm_val;
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return var_val;
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}
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else if(length == 1 && N > 1) // if N == 1, then variance is zero.
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{
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const eT mean = X[0] / T(N);
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const eT val = mean - X[0];
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const T acc2 = std::norm(val) + (N - length) * std::norm(mean);
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const eT acc3 = val + T(N - length) * mean;
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const T norm_val = (norm_type == 0) ? T(N - 1) : T(N);
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const T var_val = (acc2 - std::norm(acc3) / T(N)) / norm_val;
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return var_val;
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}
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else
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{
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return T(0); // All elements are zero
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}
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}
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template<typename T1, typename eT>
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inline
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eT
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spop_var::iterator_var
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(
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T1& it,
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const T1& end,
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const uword n_zero,
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const uword norm_type,
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const eT junk1,
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const typename arma_not_cx<eT>::result* junk2
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)
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{
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arma_extra_debug_sigprint();
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arma_ignore(junk1);
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arma_ignore(junk2);
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T1 new_it(it); // for mean
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// T1 backup_it(it); // in case we have to call robust iterator_var
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eT mean = spop_mean::iterator_mean(new_it, end, n_zero, eT(0));
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eT acc2 = eT(0);
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eT acc3 = eT(0);
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const uword it_begin_pos = it.pos();
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while (it != end)
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{
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const eT tmp = mean - (*it);
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acc2 += (tmp * tmp);
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acc3 += (tmp);
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++it;
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}
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const uword n_nonzero = (it.pos() - it_begin_pos);
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if (n_nonzero == 0)
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{
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return eT(0);
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}
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if (n_nonzero + n_zero == 1)
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{
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return eT(0); // only one element
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}
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// Add in entries for zeros.
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acc2 += eT(n_zero) * (mean * mean);
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acc3 += eT(n_zero) * mean;
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const eT norm_val = (norm_type == 0) ? eT(n_zero + n_nonzero - 1) : eT(n_zero + n_nonzero);
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const eT var_val = (acc2 - (acc3 * acc3) / eT(n_nonzero + n_zero)) / norm_val;
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return var_val;
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}
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template<typename T1, typename eT>
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inline
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typename get_pod_type<eT>::result
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spop_var::iterator_var
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(
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T1& it,
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const T1& end,
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const uword n_zero,
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const uword norm_type,
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const eT junk1,
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const typename arma_cx_only<eT>::result* junk2
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)
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{
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arma_extra_debug_sigprint();
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arma_ignore(junk1);
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arma_ignore(junk2);
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typedef typename get_pod_type<eT>::result T;
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T1 new_it(it); // for mean
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// T1 backup_it(it); // in case we have to call robust iterator_var
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eT mean = spop_mean::iterator_mean(new_it, end, n_zero, eT(0));
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T acc2 = T(0);
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eT acc3 = eT(0);
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const uword it_begin_pos = it.pos();
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while (it != end)
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{
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eT tmp = mean - (*it);
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acc2 += std::norm(tmp);
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acc3 += (tmp);
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++it;
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}
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const uword n_nonzero = (it.pos() - it_begin_pos);
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if (n_nonzero == 0)
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{
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return T(0);
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}
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if (n_nonzero + n_zero == 1)
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{
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return T(0); // only one element
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}
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// Add in entries for zero elements.
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acc2 += T(n_zero) * std::norm(mean);
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acc3 += T(n_zero) * mean;
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const T norm_val = (norm_type == 0) ? T(n_zero + n_nonzero - 1) : T(n_zero + n_nonzero);
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const T var_val = (acc2 - std::norm(acc3) / T(n_nonzero + n_zero)) / norm_val;
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return var_val;
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}
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//! @}
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