Linear algebra utility functions, generally performed on matrices or vectors.
Miscellaneous math routines.
|arma::Mat< eT >||ColumnCovariance (const arma::Mat< eT > &A, const size_t norm_type=0)|
|arma::Mat< std::complex< T > >||ColumnCovariance (const arma::Mat< std::complex< T > > &A, const size_t norm_type=0)|
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.