Hi Please, can anyone suggest me i have no idea how to integrate for the absolute value function. Is there any gsl routine for absolute function integration written in c language? I would be happy if anyone help me. Thanks, suvas
On Tue, Mar 9, 2010 at 3:20 AM, Francesco Abbate <[email protected]>wrote: > 2010/3/9 Srimal Jayawardena <[email protected]>: > > Hi > > > > Is there a simple function/method for me to obtain the variance - > > covariance matrix of a given matrix. > > > > I'm looking for the equivalent of 'cov' in MATLAB > > Here what the Matlab documentation says: > > ------ > C = cov(x) where x is a vector returns the variance of the vector > elements. For matrices where each row is an observation and each > column a variable, cov(x) is the covariance matrix. diag(cov(x)) is a > vector of variances for each column, and sqrt(diag(cov(x))) is a > vector of standard deviations. > ------ > > So actually what Matlab calculates is the covariance between each of > the column vectors. > > Here a simple routine that, given a matrix m, calculates the > covariance matrix by in the matrix r. > > void > cov_calculate(gsl_matrix *r, gsl_matrix *m) > { > gsl_vector_view a, b; > size_t i, j; > > for (i = 0; i < m->size1; i++) { > for (j = 0; j < m->size2; j++) { > double v; > a = gsl_matrix_column (m, i); > b = gsl_matrix_column (m, j); > v = gsl_stats_covariance (a.vector.data, a.vector.stride, > b.vector.data, b.vector.stride, a.vector.size); > gsl_matrix_set (r, i, j, v); > } > } > } > > Note that the function gsl_stats_covariance does not works with > vectors or matrices but only with double pointer. This is why we need > to take directly the "data" field of the vector struct. > > Best regards, > Francesco > > > _______________________________________________ > Help-gsl mailing list > [email protected] > http://lists.gnu.org/mailman/listinfo/help-gsl > _______________________________________________ Help-gsl mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-gsl
