Visible to Intel only — GUID: GUID-C150134B-0044-43E5-985F-2719FAFEFB98
Visible to Intel only — GUID: GUID-C150134B-0044-43E5-985F-2719FAFEFB98
Batch Processing
Algorithm Input
The correlation and variance-covariance matrices algorithm accepts the input described below. Pass the Input ID as a parameter to the methods that provide input for your algorithm.
Input ID |
Input |
---|---|
data |
Pointer to the numeric table for which the variance-covariance or correlation matrix C is computed. While the input for defaultDense, singlePassDense, or sumDense method can be an object of any class derived from NumericTable, the input for fastCSR, singlePassCSR, or sumCSR method can only be an object of the CSRNumericTable class. |
Algorithm Parameters
The correlation and variance-covariance matrices algorithm has the following parameters:
Parameter |
Default Value |
Description |
---|---|---|
algorithmFPType |
float |
The floating-point type that the algorithm uses for intermediate computations. Can be float or double. |
method |
defaultDense |
Available methods for computation of correlation and variance-covariance matrices: For CPU:
For GPU:
|
outputMatrixType |
covarianceMatrix |
The type of the output matrix. Can be:
|
Algorithm Output
The correlation and variance-covariance matrices algorithm calculates the result described below. Pass the Result ID as a parameter to the methods that access the results of your algorithm.
Result ID |
Result |
---|---|
covariance |
Use when outputMatrixType=covarianceMatrix. Pointer to the numeric table with the variance-covariance matrix.
NOTE:
By default, this result is an object of the HomogenNumericTable class, but you can define the result as an object of any class derived from NumericTable except PackedTriangularMatrix and CSRNumericTable.
|
correlation |
Use when outputMatrixType=correlationMatrix. Pointer to the numeric table with the correlation matrix.
NOTE:
By default, this result is an object of the HomogenNumericTable class, but you can define the result as an object of any class derived from NumericTable except PackedTriangularMatrix and CSRNumericTable.
|
mean |
Pointer to the numeric table with means.
NOTE:
By default, this result is an object of the HomogenNumericTable class, but you can define the result as an object of any class derived from NumericTable except PackedTriangularMatrix, PackedSymmetricMatrix, and CSRNumericTable.
|
Product and Performance Information |
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Performance varies by use, configuration and other factors. Learn more at www.Intel.com/PerformanceIndex. Notice revision #20201201 |