1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
|
/*!
\file fff_gen_stats.h
\brief General interest statistical routines
\author Alexis Roche
\date 2004-2008
*/
#ifndef FFF_GEN_STATS
#define FFF_GEN_STATS
#ifdef __cplusplus
extern "C" {
#endif
#include "fff_vector.h"
#include "fff_matrix.h"
/*!
\brief Squared Mahalanobis distance
\param x input data vector (beware: gets modified)
\param S associated variance matrix
\param Saux auxiliary matrix, same size as \a S
Compute the squared Mahalanobis distance \f$ d^2 = x^t S^{-1} x
\f$. The routine uses the Cholesky decomposition: \f$ S = L L^t
\f$ where \a L is lower triangular, and then exploits the fact
that \f$ d^2 = \| L^{-1}x \|^2 \f$.
*/
extern double fff_mahalanobis( fff_vector* x, fff_matrix* S, fff_matrix* Saux );
/*
\brief Generate a permutation from \a [0..n-1]
\param x output list of integers
\param n interval range
\param seed initial state of the random number generator
\a x needs is assumed contiguous, pre-allocated with size \a n.
*/
extern void fff_permutation(unsigned int* x, unsigned int n, unsigned long magic);
/*
\brief Generate a random combination of \a k elements in \a [0..n-1].
\a x must be contiguous, pre-allocated with size \a k. By
convention, elements are output in ascending order.
*/
extern void fff_combination(unsigned int* x, unsigned int k, unsigned int n, unsigned long magic);
#ifdef __cplusplus
}
#endif
#endif
|
