Developer Reference for Intel® oneAPI Math Kernel Library for C
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
\[C = \begin{bmatrix} c_{11} & \cdots & c_{1j} & \cdots & c_{1p} \\ \vdots & \ddots & \vdots & & \vdots \\ c_{i1} & \cdots & c_{ij} & \cdots & c_{ip} \\ \vdots & & \vdots & \ddots & \vdots \\ c_{p1} & \cdots & c_{pj} & \cdots & c_{pp} \end{bmatrix}\]
Table “Storage formats of a variance-covariance/correlation shows how the matrix is stored in a one-dimensional array cp for different values of the storage parameters.
Parameter |
Description |
|---|---|
VSL_SS_MATRIX_STORAGE_FULL |
The array cp contains all elements of the matrix stored sequentially, row-by-row:
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:
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:
The size of the array is p * (p + 1)/2. |