Batch Processing

Algorithm Input

The correlation and variance-covariance matrices algorithm accepts the input described below. Pass the

Input ID

as a parameter to the methods that provide input for your algorithm.

Input ID	Input
data	Pointer to the $LaTex Math image.$ numeric table for which the variance-covariance or correlation matrix C is computed. While the input for defaultDense , singlePassDense , or sumDense method can be an object of any class derived from NumericTable , the input for fastCSR , singlePassCSR , or sumCSR method can only be an object of the CSRNumericTable class.

The correlation and variance-covariance matrices algorithm has the following parameters:

Parameter	Default Value	Description
algorithmFPType	float	The floating-point type that the algorithm uses for intermediate computations. Can be float or double .
method	defaultDense	Available methods for computation of correlation and variance-covariance matrices: For CPU: defaultDense - default performance-oriented method singlePassDense - implementation of the single-pass algorithm proposed by D.H.D. West sumDense - implementation of the algorithm in the cases where the basic statistics associated with the numeric table are pre-computed sums; returns an error if pre-computed sums are not defined fastCSR - performance-oriented method for CSR numeric tables singlePassCSR - implementation of the single-pass algorithm proposed by D.H.D. West; optimized for CSR numeric tables sumCSR - implementation of the algorithm in the cases where the basic statistics associated with the numeric table are pre-computed sums; optimized for CSR numeric tables; returns an error if pre-computed sums are not defined For GPU: defaultDense - default performance-oriented method
outputMatrixType	covarianceMatrix	The type of the output matrix. Can be: covarianceMatrix - variance-covariance matrix correlationMatrix - correlation matrix

The correlation and variance-covariance matrices algorithm calculates the result described below. Pass the

Result ID

as a parameter to the methods that access the results of your algorithm.

Result ID	Result
covariance	Use when outputMatrixType=covarianceMatrix. Pointer to the numeric table with the $LaTex Math image.$ variance-covariance matrix. By default, this result is an object of the HomogenNumericTable class, but you can define the result as an object of any class derived from NumericTable except PackedTriangularMatrix and CSRNumericTable .
correlation	Use when outputMatrixType=correlationMatrix. Pointer to the numeric table with the $LaTex Math image.$ correlation matrix. By default, this result is an object of the HomogenNumericTable class, but you can define the result as an object of any class derived from NumericTable except PackedTriangularMatrix and CSRNumericTable .
mean	Pointer to the $LaTex Math image.$ numeric table with means. By default, this result is an object of the HomogenNumericTable class, but you can define the result as an object of any class derived from NumericTable except PackedTriangularMatrix , PackedSymmetricMatrix , and CSRNumericTable .

Product and Performance Information
Performance varies by use, configuration and other factors. Learn more at www.Intel.com/PerformanceIndex. Notice revision #20201201

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Performance varies by use, configuration and other factors. Learn more at www.Intel.com/PerformanceIndex.