Impala Documentation

template<class C>

CxMatrixTem< C > CxMatrixTem< C >::covariance ( CxVector< C > & mean ) const

Calculate covariance matrix.

Definition at line 580 of file Matrix.h.

References CxMatrixTem< C >::_nc, CxMatrixTem< C >::_nr, CxMatrixTem< C >::CxVector< C >, and CxMatrixTem< C >::i().

00581 {
00582 //      printf("Calculating the covariance matrix...");
00583         int i,j,k;
00584 
00585         CxMatrixTem<C> COVxy(_nc,_nc, 0.0) ;
00586 
00587         mean = CxVector<C>(_nc) ; //means
00588         for (i=0; i<_nc; i++) mean[i] = 0;
00589 
00590         for (k=0; k<_nr; k++)
00591                 for (i=0; i<_nc; i++) {
00592                         mean[i] += (*this)[k][i];
00593                         for (j=i; j<_nc; j++)
00594                                 COVxy[i][j] += ((*this)[k][i] * (*this)[k][j]) ;
00595                 }
00596 
00597         for (i=0; i<_nc; i++) mean[i] /= _nr;
00598 
00599         for (i=0; i<_nc; i++)
00600                 for (j=i; j<_nc; j++) {
00601                         COVxy[i][j] = COVxy[i][j]/_nr - mean[i]*mean[j];
00602                         COVxy[j][i] = COVxy[i][j];
00603                 }
00604 
00605 //      printf("...done\n");
00606         return COVxy;
00607 }

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