Developer Reference for Intel® oneAPI Math Kernel Library - C

Developer Reference

  • 2021.1
  • 12/04/2020
  • Public Content
Contents

vslSSEditCovCor

Modifies the pointers to covariance/correlation
/cross-product
 parameters.

Syntax

status
=
vslsSSEditCovCor
(
task
,
mean
,
cov
,
cov_storage
,
cor
,
cor_storage
);
status
=
vsldSSEditCovCor
(
task
,
mean
,
cov
,
cov_storage
,
cor
,
cor_storage
);
Include Files
  • mkl.h
Input Parameters
Name
Type
Description
task
VSLSSTaskPtr
Descriptor of the task
mean
float*
 for
vslsSSEditCovCor
double*
 for
vsldSSEditCovCor
Pointer to the array of means
cov
float*
 for
vslsSSEditCovCor
double*
 for
vsldSSEditCovCor
Pointer to a covariance matrix
cov_storage
const MKL_INT*
Pointer to the storage format of the covariance matrix
cor
float*
 for
vslsSSEditCovCor
double*
 for
vsldSSEditCovCor
Pointer to a correlation matrix
cor_storage
const MKL_INT*
Pointer to the storage format of the correlation matrix
Output Parameters
Name
Type
Description
status
int
Current status of the task
Description
The
vslSSEditCovCor
 routine replaces pointers to the array of means, covariance/correlation arrays, and their storage format with values passed as corresponding parameters of the routine. If you pass a value of
NULL
 for a specific input parameter, the value of that parameter in the task descriptor is unchanged.
The storage parameters,
cov_storage
 and
cor_storage
, describe the storage format used for the
p
-by-
p
 symmetric variance-covariance/correlation
/cross-product
 matrix
C
. The matrix
C
 can be described as
Table
"Storage formats of a variance-covariance/correlation
/cross-product
 matrix"
 shows how the matrix is stored in a one-dimensional array
cp
 for different values of the storage parameters.
Storage formats of variance-covariance/correlation
/cross-product
 matrices
Parameter
Description
VSL_SS_MATRIX_STORAGE_FULL
The array
cp
 contains all elements of the matrix stored sequentially,
row-by-row
:

    cp
    [0]
     contains
    c
    1, 1

    cp
    [1]
     contains
    c
    1, 2

    cp
    [
    p
     - 1]
     contains
    c
    1,
    p

    cp
    [
    p
    ]
     contains
    c
    2,1

    cp
    [
    p
    *
    p
     - 1]
     contains
    c
    p
    ,
    p

The size of array
cp
 is
p
*
p
.
VSL_SS_MATRIX_STORAGE_L_PACKED
The array
cp
 contains the lower triangular part of the symmetric matrix stored sequentially,
row-by-row
:

    cp
    [0]
     contains
    c
    1, 1

    cp
    [1]
     contains
    c
    2, 1

    cp
    [2]
     contains
    c
    2, 2

    and so on.

The size of the array is
p
*(
p
+ 1)/2.
VSL_SS_MATRIX_STORAGE_U_PACKED
The array
cp
 contains the upper triangular part of the symmetric matrix stored sequentially,
row-by-row
:

    cp
    [0]
     contains
    c
    1, 1

    cp
    [1]
     contains
    c
    1, 2

    cp
    [3]
     contains
    c
    1, 3

    and so on.

The size of the array is
p
*(
p
+ 1)/2.

Product and Performance Information

1

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