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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 glue_cor
//! @{
template<typename eT>
inline
void
glue_cor::direct_cor(Mat<eT>& out, const Mat<eT>& A, const Mat<eT>& B, const uword norm_type)
{
arma_extra_debug_sigprint();
if(A.is_empty() || B.is_empty() )
{
out.reset();
return;
}
if(A.is_vec() && B.is_vec())
{
arma_debug_check( (A.n_elem != B.n_elem), "cor(): the number of elements in the two vectors must match" );
const eT* A_ptr = A.memptr();
const eT* B_ptr = B.memptr();
eT A_acc = eT(0);
eT B_acc = eT(0);
eT out_acc = eT(0);
const uword N = A.n_elem;
for(uword i=0; i<N; ++i)
{
const eT A_tmp = A_ptr[i];
const eT B_tmp = B_ptr[i];
A_acc += A_tmp;
B_acc += B_tmp;
out_acc += A_tmp * B_tmp;
}
out_acc -= (A_acc * B_acc)/eT(N);
const eT norm_val = (norm_type == 0) ? ( (N > 1) ? eT(N-1) : eT(1) ) : eT(N);
out.set_size(1,1);
out[0] = out_acc/norm_val;
const Mat<eT> stddev_A = (A.n_rows == 1) ? Mat<eT>(stddev(trans(A))) : Mat<eT>(stddev(A));
const Mat<eT> stddev_B = (B.n_rows == 1) ? Mat<eT>(stddev(trans(B))) : Mat<eT>(stddev(B));
out /= stddev_A * stddev_B;
}
else
{
arma_debug_assert_mul_size(A, B, true, false, "cor()");
const uword N = A.n_rows;
const eT norm_val = (norm_type == 0) ? ( (N > 1) ? eT(N-1) : eT(1) ) : eT(N);
out = trans(A) * B;
out -= (trans(sum(A)) * sum(B))/eT(N);
out /= norm_val;
out /= trans(stddev(A)) * stddev(B);
}
}
template<typename T>
inline
void
glue_cor::direct_cor(Mat< std::complex<T> >& out, const Mat< std::complex<T> >& A, const Mat< std::complex<T> >& B, const uword norm_type)
{
arma_extra_debug_sigprint();
typedef typename std::complex<T> eT;
if(A.is_empty() || B.is_empty() )
{
out.reset();
return;
}
if(A.is_vec() && B.is_vec())
{
arma_debug_check( (A.n_elem != B.n_elem), "cor(): the number of elements in the two vectors must match" );
const eT* A_ptr = A.memptr();
const eT* B_ptr = B.memptr();
eT A_acc = eT(0);
eT B_acc = eT(0);
eT out_acc = eT(0);
const uword N = A.n_elem;
for(uword i=0; i<N; ++i)
{
const eT A_tmp = A_ptr[i];
const eT B_tmp = B_ptr[i];
A_acc += A_tmp;
B_acc += B_tmp;
out_acc += std::conj(A_tmp) * B_tmp;
}
out_acc -= (std::conj(A_acc) * B_acc)/eT(N);
const eT norm_val = (norm_type == 0) ? ( (N > 1) ? eT(N-1) : eT(1) ) : eT(N);
out.set_size(1,1);
out[0] = out_acc/norm_val;
const Mat<T> stddev_A = (A.n_rows == 1) ? Mat<T>(stddev(trans(A))) : Mat<T>(stddev(A));
const Mat<T> stddev_B = (B.n_rows == 1) ? Mat<T>(stddev(trans(B))) : Mat<T>(stddev(B));
out /= conv_to< Mat<eT> >::from( stddev_A * stddev_B );
}
else
{
arma_debug_assert_mul_size(A, B, true, false, "cor()");
const uword N = A.n_rows;
const eT norm_val = (norm_type == 0) ? ( (N > 1) ? eT(N-1) : eT(1) ) : eT(N);
out = trans(A) * B; // out = strans(conj(A)) * B;
out -= (trans(sum(A)) * sum(B))/eT(N); // out -= (strans(conj(sum(A))) * sum(B))/eT(N);
out /= norm_val;
out /= conv_to< Mat<eT> >::from( trans(stddev(A)) * stddev(B) );
}
}
template<typename T1, typename T2>
inline
void
glue_cor::apply(Mat<typename T1::elem_type>& out, const Glue<T1,T2,glue_cor>& X)
{
arma_extra_debug_sigprint();
typedef typename T1::elem_type eT;
const unwrap_check<T1> A_tmp(X.A, out);
const unwrap_check<T2> B_tmp(X.B, out);
const Mat<eT>& A = A_tmp.M;
const Mat<eT>& B = B_tmp.M;
const uword norm_type = X.aux_uword;
if(&A != &B)
{
glue_cor::direct_cor(out, A, B, norm_type);
}
else
{
op_cor::direct_cor(out, A, norm_type);
}
}
//! @}
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