package/gonum
1
0
Fork 0
mirror of https://github.com/gonum/gonum.git synced 2025-10-26 08:40:26 +08:00
Code Issues Actions Packages Projects Releases Wiki Activity

expand algo comment

Browse Source
This commit is contained in:
Jonathan J Lawlor
2014-12-23 20:15:00 -05:00
parent c540265584
commit 10947b5d63
1 changed files with 4 additions and 2 deletions
Download Patch File Download Diff File Expand all files Collapse all files

6
covariancematrix.go
View File

@@ -19,8 +19,10 @@ import (
// number of columns as the input data matrix x, or nil in which case a new // number of columns as the input data matrix x, or nil in which case a new
// Dense matrix will be constructed. // Dense matrix will be constructed.
func CovarianceMatrix(cov *mat64.Dense, x mat64.Matrix, wts []float64) *mat64.Dense { func CovarianceMatrix(cov *mat64.Dense, x mat64.Matrix, wts []float64) *mat64.Dense {
// This is the matrix version of the two-pass algorithm. It doesn't use // This is the matrix version of the two-pass algorithm. It doesn't use the
// the correction found in the Covariance and Variance functions. // additional floating point error correction that the Covariance function uses
// to reduce the impact of rounding during centering.
r, c := x.Dims() r, c := x.Dims()
// TODO(jonlawlor): indicate that the resulting matrix is symmetric, which // TODO(jonlawlor): indicate that the resulting matrix is symmetric, which