ccov.hpp File Reference
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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)

Detailed Description

Ryan Curtin
Conrad Sanderson

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 for more information.

Definition in file ccov.hpp.