Covariance
The following routines compute the covariance matrix
\[S := \frac{1}{n-1} \sum_{j=0}^{n-1} (d_j-\bar d) (d_j-\bar d)^H,\]
where \(\bar d\) is the average of the \(n\) observations
(the columns of \(D\)).
C API
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ElError
ElCovariance_s(ElConstMatrix_s D, ElMatrix_s S)
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ElError
ElCovariance_d(ElConstMatrix_d D, ElMatrix_d S)
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ElError
ElCovariance_c(ElConstMatrix_c D, ElMatrix_c S)
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ElError
ElCovariance_z(ElConstMatrix_z D, ElMatrix_z S)
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ElError
ElCovarianceDist_s(ElConstDistMatrix_s D, ElDistMatrix_s S)
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ElError
ElCovarianceDist_d(ElConstDistMatrix_d D, ElDistMatrix_d S)
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ElError
ElCovarianceDist_c(ElConstDistMatrix_c D, ElDistMatrix_c S)
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ElError
ElCovarianceDist_z(ElConstDistMatrix_z D, ElDistMatrix_z S)
