Op_cov

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)

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().

00028   {
00029   arma_extra_debug_sigprint();
00030   
00031   if(A.is_vec())
00032     {
00033     if(A.n_rows == 1)
00034       {
00035       out = var(trans(A), norm_type);      
00036       }
00037     else
00038       {
00039       out = var(A, norm_type);
00040       }
00041     }
00042   else
00043     {
00044     const u32 N = A.n_rows;
00045     const eT norm_val = (norm_type == 0) ? ( (N > 1) ? eT(N-1) : eT(1) ) : eT(N);
00046 
00047     const Row<eT> acc = sum(A);
00048 
00049     out = trans(A) * A;
00050     out -= (trans(acc) * acc)/eT(N);
00051     out /= norm_val;
00052     }
00053   }

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().

00061   {
00062   arma_extra_debug_sigprint();
00063   
00064   typedef typename std::complex<T> eT;
00065   
00066   if(A.is_vec())
00067     {
00068     if(A.n_rows == 1)
00069       {
00070       const Mat<T> tmp_mat = var(trans(A), norm_type);
00071       out.set_size(1,1);
00072       out[0] = tmp_mat[0];
00073       }
00074     else
00075       {
00076       const Mat<T> tmp_mat = var(A, norm_type);
00077       out.set_size(1,1);
00078       out[0] = tmp_mat[0];
00079       }
00080     }
00081   else
00082     {
00083     const u32 N = A.n_rows;
00084     const eT norm_val = (norm_type == 0) ? ( (N > 1) ? eT(N-1) : eT(1) ) : eT(N);
00085 
00086     const Row<eT> acc = sum(A);
00087 
00088     out = trans(conj(A)) * A;
00089     out -= (trans(conj(acc)) * acc)/eT(N);
00090     out /= norm_val;
00091     }
00092   }

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(), and Op< T1, op_type >::m.

00100   {
00101   arma_extra_debug_sigprint();
00102   
00103   typedef typename T1::elem_type eT;
00104   
00105   const unwrap_check<T1> tmp(in.m, out);
00106   const Mat<eT>& A     = tmp.M;
00107   
00108   const u32 norm_type = in.aux_u32_a;
00109   
00110   op_cov::direct_cov(out, A, norm_type);
00111   }