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
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. |
Algorithm Parameters
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:
For GPU:
|
outputMatrixType | covarianceMatrix | The type of the output matrix. Can be:
|
Algorithm Output
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
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
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
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 . |
Optimization Notice |
|---|
Intel’s compilers may or may not optimize to the same degree for
non-Intel microprocessors for optimizations that are not unique to
Intel microprocessors. These optimizations include SSE2, SSE3, and
SSSE3 instruction sets and other optimizations. Intel does not
guarantee the availability, functionality, or effectiveness of any
optimization on microprocessors not manufactured by Intel.
Microprocessor-dependent optimizations in this product are intended
for use with Intel microprocessors. Certain optimizations not
specific to Intel microarchitecture are reserved for Intel
microprocessors. Please refer to the applicable product User and
Reference Guides for more information regarding the specific
instruction sets covered by this notice. Notice revision #20110804 |