ccov.hpp File Reference
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Namespaces | |
| mlpack | |
Linear algebra utility functions, generally performed on matrices or vectors. | |
| mlpack::math | |
Miscellaneous math routines. | |
Functions | |
template < typename eT > | |
| arma::Mat< eT > | ColumnCovariance (const arma::Mat< eT > &A, const size_t norm_type=0) |
template < typename T > | |
| arma::Mat< std::complex< T > > | ColumnCovariance (const arma::Mat< std::complex< T > > &A, const size_t norm_type=0) |
Detailed Description
ColumnCovariance(X) is same as cov(trans(X)) but without the cost of computing trans(X)
mlpack is free software; you may redistribute it and/or modify it under the terms of the 3-clause BSD license. You should have received a copy of the 3-clause BSD license along with mlpack. If not, see http://www.opensource.org/licenses/BSD-3-Clause for more information.
Definition in file ccov.hpp.