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- // Copyright 2008-2016 Conrad Sanderson (http://conradsanderson.id.au)
- // Copyright 2008-2016 National ICT Australia (NICTA)
- //
- // Licensed under the Apache License, Version 2.0 (the "License");
- // you may not use this file except in compliance with the License.
- // You may obtain a copy of the License at
- // http://www.apache.org/licenses/LICENSE-2.0
- //
- // Unless required by applicable law or agreed to in writing, software
- // distributed under the License is distributed on an "AS IS" BASIS,
- // WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
- // See the License for the specific language governing permissions and
- // limitations under the License.
- // ------------------------------------------------------------------------
- //! \addtogroup op_cov
- //! @{
- template<typename T1>
- inline
- void
- op_cov::apply(Mat<typename T1::elem_type>& out, const Op<T1,op_cov>& in)
- {
- arma_extra_debug_sigprint();
-
- typedef typename T1::elem_type eT;
-
- const uword norm_type = in.aux_uword_a;
-
- const unwrap<T1> U(in.m);
- const Mat<eT>& A = U.M;
-
- if(A.n_elem == 0)
- {
- out.reset();
- return;
- }
-
- const Mat<eT>& AA = (A.n_rows == 1)
- ? Mat<eT>(const_cast<eT*>(A.memptr()), A.n_cols, A.n_rows, false, false)
- : Mat<eT>(const_cast<eT*>(A.memptr()), A.n_rows, A.n_cols, false, false);
-
- const uword N = AA.n_rows;
- const eT norm_val = (norm_type == 0) ? ( (N > 1) ? eT(N-1) : eT(1) ) : eT(N);
-
- const Mat<eT> tmp = AA.each_row() - mean(AA,0);
-
- out = tmp.t() * tmp;
- out /= norm_val;
- }
- template<typename T1>
- inline
- void
- op_cov::apply(Mat<typename T1::elem_type>& out, const Op< Op<T1,op_htrans>, op_cov>& in)
- {
- arma_extra_debug_sigprint();
-
- typedef typename T1::elem_type eT;
-
- const uword norm_type = in.aux_uword_a;
-
- if(is_cx<eT>::yes)
- {
- const Mat<eT> tmp = in.m; // force the evaluation of Op<T1,op_htrans>
-
- out = cov(tmp, norm_type);
- }
- else
- {
- const unwrap<T1> U(in.m.m);
- const Mat<eT>& A = U.M;
-
- if(A.n_elem == 0)
- {
- out.reset();
- return;
- }
-
- const Mat<eT>& AA = (A.n_cols == 1)
- ? Mat<eT>(const_cast<eT*>(A.memptr()), A.n_cols, A.n_rows, false, false)
- : Mat<eT>(const_cast<eT*>(A.memptr()), A.n_rows, A.n_cols, false, false);
-
- const uword N = AA.n_cols;
- const eT norm_val = (norm_type == 0) ? ( (N > 1) ? eT(N-1) : eT(1) ) : eT(N);
-
- const Mat<eT> tmp = AA.each_col() - mean(AA,1);
-
- out = tmp * tmp.t();
- out /= norm_val;
- }
- }
- //! @}
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