156 lines
3.4 KiB
C++
156 lines
3.4 KiB
C++
// Copyright (C) 2009-2012 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 glue_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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glue_cov::direct_cov(Mat<eT>& out, const Mat<eT>& A, const Mat<eT>& B, const uword norm_type)
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{
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arma_extra_debug_sigprint();
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if(A.is_vec() && B.is_vec())
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{
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arma_debug_check( (A.n_elem != B.n_elem), "cov(): the number of elements in A and B must match" );
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const eT* A_ptr = A.memptr();
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const eT* B_ptr = B.memptr();
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eT A_acc = eT(0);
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eT B_acc = eT(0);
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eT out_acc = eT(0);
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const uword N = A.n_elem;
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for(uword i=0; i<N; ++i)
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{
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const eT A_tmp = A_ptr[i];
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const eT B_tmp = B_ptr[i];
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A_acc += A_tmp;
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B_acc += B_tmp;
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out_acc += A_tmp * B_tmp;
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}
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out_acc -= (A_acc * B_acc)/eT(N);
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const eT norm_val = (norm_type == 0) ? ( (N > 1) ? eT(N-1) : eT(1) ) : eT(N);
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out.set_size(1,1);
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out[0] = out_acc/norm_val;
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}
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else
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{
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arma_debug_assert_mul_size(A, B, true, false, "cov()");
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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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out = trans(A) * B;
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out -= (trans(sum(A)) * sum(B))/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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glue_cov::direct_cov(Mat< std::complex<T> >& out, const Mat< std::complex<T> >& A, const Mat< std::complex<T> >& B, 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() && B.is_vec())
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{
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arma_debug_check( (A.n_elem != B.n_elem), "cov(): the number of elements in A and B must match" );
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const eT* A_ptr = A.memptr();
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const eT* B_ptr = B.memptr();
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eT A_acc = eT(0);
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eT B_acc = eT(0);
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eT out_acc = eT(0);
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const uword N = A.n_elem;
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for(uword i=0; i<N; ++i)
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{
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const eT A_tmp = A_ptr[i];
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const eT B_tmp = B_ptr[i];
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A_acc += A_tmp;
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B_acc += B_tmp;
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out_acc += std::conj(A_tmp) * B_tmp;
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}
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out_acc -= (std::conj(A_acc) * B_acc)/eT(N);
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const eT norm_val = (norm_type == 0) ? ( (N > 1) ? eT(N-1) : eT(1) ) : eT(N);
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out.set_size(1,1);
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out[0] = out_acc/norm_val;
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}
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else
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{
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arma_debug_assert_mul_size(A, B, true, false, "cov()");
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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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out = trans(A) * B; // out = strans(conj(A)) * B;
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out -= (trans(sum(A)) * sum(B))/eT(N); // out -= (strans(conj(sum(A))) * sum(B))/eT(N);
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out /= norm_val;
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}
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}
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template<typename T1, typename T2>
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inline
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void
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glue_cov::apply(Mat<typename T1::elem_type>& out, const Glue<T1,T2,glue_cov>& X)
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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> A_tmp(X.A, out);
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const unwrap_check<T2> B_tmp(X.B, out);
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const Mat<eT>& A = A_tmp.M;
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const Mat<eT>& B = B_tmp.M;
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const uword norm_type = X.aux_uword;
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if(&A != &B)
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{
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glue_cov::direct_cov(out, A, B, norm_type);
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}
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else
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{
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op_cov::direct_cov(out, A, norm_type);
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}
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}
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//! @}
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