To evaluate the absolute value, you can use fabs in <math.h>. It is part of standard C (no gsl needed). Is that what you are looking for or did I miss something?
raju On Tue, Mar 9, 2010 at 10:53 AM, Churna Bhandari <[email protected]> wrote: > 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 > _______________________________________________ Help-gsl mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-gsl
