// Copyright (C) 2009-2011 National ICT Australia (NICTA) // // This Source Code Form is subject to the terms of the Mozilla Public // License, v. 2.0. If a copy of the MPL was not distributed with this // file, You can obtain one at http://mozilla.org/MPL/2.0/. // ------------------------------------------------------------------- // // Written by Conrad Sanderson - http://conradsanderson.id.au // Written by Dimitrios Bouzas //! \addtogroup op_cov //! @{ template inline void op_cov::direct_cov(Mat& out, const Mat& A, const uword norm_type) { 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 uword N = A.n_rows; const eT norm_val = (norm_type == 0) ? ( (N > 1) ? eT(N-1) : eT(1) ) : eT(N); const Row acc = sum(A); out = trans(A) * A; out -= (trans(acc) * acc)/eT(N); out /= norm_val; } } template inline void op_cov::direct_cov(Mat< std::complex >& out, const Mat< std::complex >& A, const uword norm_type) { arma_extra_debug_sigprint(); typedef typename std::complex eT; if(A.is_vec()) { if(A.n_rows == 1) { const Mat tmp_mat = var(trans(A), norm_type); out.set_size(1,1); out[0] = tmp_mat[0]; } else { const Mat tmp_mat = var(A, norm_type); out.set_size(1,1); out[0] = tmp_mat[0]; } } else { const uword N = A.n_rows; const eT norm_val = (norm_type == 0) ? ( (N > 1) ? eT(N-1) : eT(1) ) : eT(N); const Row acc = sum(A); out = trans(A) * A; // out = strans(conj(A)) * A; out -= (trans(acc) * acc)/eT(N); // out -= (strans(conj(acc)) * acc)/eT(N); out /= norm_val; } } template inline void op_cov::apply(Mat& out, const Op& in) { arma_extra_debug_sigprint(); typedef typename T1::elem_type eT; const unwrap_check tmp(in.m, out); const Mat& A = tmp.M; const uword norm_type = in.aux_uword_a; op_cov::direct_cov(out, A, norm_type); } //! @}