Ignore:
Timestamp:
Mar 26, 2021, 4:29:42 AM (8 months ago)
Author:
Peter
Message:

add some test for correlation(Matrix); speed up, particuarly when #rows is much greater than #columns. Avoid copying and modifying the whole matrix, instead calculate simple sums and squared sums using BLAS functionality as much as possible.

File:
1 edited

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  • trunk/yat/statistics/utility.h

    r3875 r4053  
    145145     \since New in yat 0.16
    146146   */
    147   utility::Matrix correlation(utility::Matrix x);
     147  utility::Matrix correlation(const utility::Matrix& x);
    148148
    149149
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