//-----------------------------------------------------------------------------------------------
public static double GetMatrixPopulationVariance(RealMatrix matrix)
{
int elementsCount = matrix.RowCount * matrix.ColumnCount;
double averageValue = matrix.GetAverageValue();
double sum = 0;
for (int row = 0; row < matrix.RowCount; row++)
{
for (int column = 0; column < matrix.ColumnCount; column++)
{
double value = matrix[row, column] - averageValue;
sum += value * value;
}
}
double result = sum / elementsCount;
return(result);
}
//-----------------------------------------------------------------------------------------------
public static double GetMatricesCovariance(RealMatrix matrixOne, RealMatrix matrixTwo)
{
double result;
double averageOne = matrixOne.GetAverageValue();
double averageTwo = matrixTwo.GetAverageValue();
int elementsCount = matrixOne.RowCount * matrixOne.ColumnCount;
double sum = 0;
for (int row = 0; row < matrixOne.RowCount; row++)
{
for (int column = 0; column < matrixOne.ColumnCount; column++)
{
sum += (matrixOne[row, column] - averageOne) * (matrixTwo[row, column] - averageTwo);
}
}
result = sum / elementsCount;
return(result);
}