Developer Guide and Reference

  • 2021.3
  • 06/28/2021
  • Public Content
Contents

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.

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:
  • 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

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 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

Product and Performance Information

1

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