Intel® oneAPI Data Analytics Library Developer Guide and Reference

Developer Guide and Reference

  • 2021.2
  • 03/26/2021
  • Public Content
Contents

Online Processing

Online processing computation mode assumes that data arrives in blocks LaTex Math image..
Computation of correlation and variance-covariance matrices in the online processing mode follows the general computation schema for online processing described in Algorithms.

Algorithm Input

The correlation and variance-covariance matrices algorithm in the online processing mode accepts the input described below. Pass the
Input ID
 as a parameter to the methods that provide input for your algorithm. For more details, see Algorithms.
Input ID
Input
data
Pointer to the numeric table of size LaTex Math image. that represents the current data block.
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 in the online processing mode:
Parameter
Default Valude
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:
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
outputMatrixType
covarianceMatrix
The type of the output matrix. Can be:
  • covarianceMatrix
     - variance-covariance matrix
  • correlationMatrix
     - correlation matrix
initializationProcedure
Not applicable
The procedure for setting initial parameters of the algorithm in the online processing mode. By default, the algorithm sets the
nObservations
,
sum
, and
crossProduct
 parameters to zero.

Partial Results

The correlation and variance-covariance matrices algorithm in the online processing mode calculates partial results described below. Pass the
Result ID
 as a parameter to the methods that access the results of your algorithm. For more details, see Algorithms.
Result ID
Result
nObservations
Pointer to the LaTex Math image. numeric table that contains the number of observations processed so far.
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
CSRNumericTable
.
crossProduct
Pointer to LaTex Math image. numeric table with the cross-product matrix computed so far.
By default, this table is an object of the
HomogenNumericTable
 class, but you can define the result as an object of any class derived from
NumericTable
 except
PackedSymmetricMatrix
,
PackedTriangularMatrix
, and
CSRNumericTable
.
sum
Pointer to LaTex Math image. numeric table with partial sums computed so far.
By default, this table is an object of the
HomogenNumericTable
 class, but you can define the result as an object of any class derived from
NumericTable
 except
PackedSymmetricMatrix
,
PackedTriangularMatrix
, and
CSRNumericTable
.

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. For more details, see Algorithms.
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.