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improve performance and decrease memory use

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This commit is contained in:
Jonathan J Lawlor
2014-11-15 14:35:21 -05:00
parent 90ad2f48c7
commit 17b440e6be
1 changed files with 9 additions and 5 deletions
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10
covariancematrix.go
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@@ -21,12 +21,16 @@ func CovarianceMatrix(x mat64.Matrix) *mat64.Dense {
b.Scale(1/float64(r), b) b.Scale(1/float64(r), b)
// todo: avoid unneeded memory expansion here. // todo: avoid unneeded memory expansion here.
mu := new(mat64.Dense) mu := b.RowView(0)
mu.Mul(ones(r, 1), b)
// this could also be done with a clone & row viewer // this could also be done with a clone & row viewer
xc := mat64.DenseCopyOf(x) xc := mat64.DenseCopyOf(x)
xc.Sub(xc, mu) for i := 0; i < r; i++ {
rv := xc.RowView(i)
for j, mean := range(mu) {
rv[j] -= mean
}
}
// todo: avoid matrix copy // todo: avoid matrix copy
xt := new(mat64.Dense) xt := new(mat64.Dense)