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 c1, 1
  • cp[1] contains c1, 2
  • cp[p - 1] contains c1,p
  • cp[p] contains c2,1
  • cp[p*p - 1] contains cp,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 c1, 1
  • cp[1] contains c2, 1
  • cp[2] contains c2, 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 c1, 1
  • cp[1] contains c1, 2
  • cp[3] contains c1, 3
  • and so on.

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

For more complete information about compiler optimizations, see our Optimization Notice.
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