/// <summary>
/// Builds a covariance matrix based on corrected Matrix
/// </summary>
/// <param name="classCorrectedMatrix"></param>
/// <returns></returns>
protected List <double[][]> GetCoVarianceMatrix(
List <double[][]> classCorrectedMatrix)
{
List <double[][]> covarianceMatrix = new List <double[][]>();
//Add dummy items
Parallel.For(0, classCorrectedMatrix.Count, idx =>
{
covarianceMatrix.Add(null);
});
//TODO:
//Parallelize this op
//foreach (double[][] ccMatrix in classCorrectedMatrix)
var oLock = new Object();
Parallel.For(0, classCorrectedMatrix.Count, idx =>
{
double[][] ccMatrix = classCorrectedMatrix[idx];
double[][] ccmTranspose = _mo.Transpose(ccMatrix);
double[][] ccvMatrix = _mo.Multiply(ccmTranspose, ccMatrix);
//Divide by number of rows
ccvMatrix = _mo.DivideByScalar(ccvMatrix, ccMatrix[0].Length);
lock (oLock) //List ops are not thread safe
{
covarianceMatrix.RemoveAt(idx);
covarianceMatrix.Insert(idx, ccvMatrix);
}
});
return(covarianceMatrix);
}