public Matrix Covariance(Vector mean)
{
Matrix cache = new Matrix (rows, columns);
float factor = 1.0f/(float)(columns - 1);
for (int j = 0; j < rows; j++) {
for (int i = 0; i < columns; i++) {
cache.d[j, i] = (d[j, i] - mean.d[j, 0]);
}
}
Matrix cov = new Matrix (mean.rows, mean.rows);
for (int i = 0; i < cov.rows; i++) {
for (int j = 0; j <= i; j++) {
float sum = 0.0f;
for (int k = 0; k < columns; k++) {
sum += cache.d[i, k] * cache.d[j, k];
}
sum *= factor;
cov.d[i, j] = sum;
if (i == j) {
continue;
}
cov.d[j, i] = sum;
}
}
return cov;
}
public Vector Mean ()
{
Vector mean = new Vector (rows);
for (int i = 0; i < rows; i++) {
for (int j = 0; j < columns; j++) {
mean.d[i, 0] += d[i, j] / columns;
}
}
return mean;
}
