Developer Guide and Reference

  • 2021.4
  • 09/27/2021
  • Public Content
Contents

Covariance

Covariance algorithm computes the following set of quantitative dataset characteristics:
  • means
  • covariance
  • correlation
Operation
Computational methods
Programming Interface

Mathematical formulation

Computing
Given a set
X
of
n
p
-dimensional feature vectors LaTex Math image., the problem is to compute the sample means or the covariance matrix or the correlation matrix:
Statistic
Definition
Means
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Covariance matrix
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Correlation matrix
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Computation method:
dense
The method computes the means or the variance-covariance matrix or the correlation matrix

Programming Interface

Product and Performance Information

1

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