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