Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

ID 766686
Date 11/07/2023
Public

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Document Table of Contents

vslSSEditPartialCovCor

Modifies the pointers to partial covariance/correlation parameters.

Syntax

status = vslssseditpartialcovcor(task, p_idx_array, cov, cov_storage, cor, cor_storage, p_cov, p_cov_storage, p_cor, p_cor_storage)

status = vsldsseditpartialcovcor(task, p_idx_array, cov, cov_storage, cor, cor_storage, p_cov, p_cov_storage, p_cor, p_cor_storage)

Include Files

  • mkl_vsl.f90

Input Parameters

Name

Type

Description

task

Fortran: TYPE(VSL_SS_TASK)

Descriptor of the task

p_idx_array

Fortran: INTEGER

Pointer to the array that encodes indices of subcomponents Z and Y of the random vector as described in section Mathematical Notation and Definitions.

p_idx_array[i] equals to

-1 if the i-th component of the random vector belongs to Z

1, if the i-th component of the random vector belongs to Y.

cov

Fortran: REAL(KIND=4) DIMENSION(*) for vslssseditpartialcovcor

REAL(KIND=8) DIMENSION(*) for vsldsseditpartialcovcor

Pointer to a covariance matrix

cov_storage

Fortran: INTEGER

Pointer to the storage format of the covariance matrix

cor

Fortran: REAL(KIND=4) DIMENSION(*) for vslssseditpartialcovcor

REAL(KIND=8) DIMENSION(*) for vsldsseditpartialcovcor

Pointer to a correlation matrix

cor_storage

Fortran: INTEGER

Pointer to the storage format of the correlation matrix

p_cov

Fortran: REAL(KIND=4) DIMENSION(*) for vslssseditpartialcovcor

REAL(KIND=8) DIMENSION(*) for vsldsseditpartialcovcor

Pointer to a partial covariance matrix

p_cov_storage

Fortran: INTEGER

Pointer to the storage format of the partial covariance matrix

p_cor

Fortran: REAL(KIND=4) DIMENSION(*) for vslssseditpartialcovcor

REAL(KIND=8) DIMENSION(*) for vsldsseditpartialcovcor

Pointer to a partial correlation matrix

p_cor_storage

Fortran: INTEGER

Pointer to the storage format of the partial correlation matrix

Output Parameters

Name

Type

Description

status

Fortran: INTEGER

Current status of the task

Description

The vslSSEditPartialCovCor routine replaces pointers to covariance/correlation arrays, partial covariance/correlation arrays, and their storage format with values passed as corresponding parameters of the routine. See Table "Storage formats of a variance-covariance/correlation matrix" for possible values of the cov_storage, cor_storage, p_cov_storage, and p_cor_storage parameters. If you pass a value of NULL for a specific input parameter, the value of that parameter in the task descriptor is unchanged.