Visible to Intel only — GUID: GUID-7D6B4754-1A57-4555-9D72-A98B4054A978
basic_statistics_dense_batch.cpp
column_accessor_homogen.cpp
cor_dense_batch.cpp
cov_dense_batch.cpp
dbscan_brute_force_batch.cpp
df_cls_hist_batch.cpp
df_cls_hist_batch_random.cpp
df_cls_traverse_model.cpp
df_reg_hist_batch.cpp
df_reg_hist_batch_random.cpp
df_reg_traverse_model.cpp
kmeans_init_dense.cpp
kmeans_lloyd_dense_batch.cpp
knn_cls_brute_force_dense_batch.cpp
knn_reg_brute_force_dense_batch.cpp
knn_search_brute_force_dense_batch.cpp
linear_kernel_dense_batch.cpp
linear_regression_dense_batch.cpp
pca_cor_dense_batch.cpp
pca_precomputed_cor_dense_batch.cpp
pca_precomputed_cov_dense_batch.cpp
rbf_kernel_dense_batch.cpp
svm_two_class_thunder_dense_batch.cpp
basic_statistics_dense_batch.cpp
column_accessor_homogen.cpp
connected_components_batch.cpp
cor_dense_batch.cpp
cov_dense_batch.cpp
csr_accessor.cpp
dbscan_brute_force_batch.cpp
df_cls_dense_batch.cpp
df_reg_dense_batch.cpp
directed_graph.cpp
graph_service_functions.cpp
jaccard_batch.cpp
jaccard_batch_app.cpp
kmeans_init_dense.cpp
kmeans_lloyd_dense_batch.cpp
knn_cls_brute_force_dense_batch.cpp
knn_cls_kd_tree_dense_batch.cpp
knn_search_brute_force_dense_batch.cpp
linear_kernel_dense_batch.cpp
linear_regression_dense_batch.cpp
logloss_dense_batch.cpp
louvain_batch.cpp
pca_dense_batch.cpp
pca_precomputed_dense_batch.cpp
polynomial_kernel_dense_batch.cpp
rbf_kernel_dense_batch.cpp
shortest_paths_batch.cpp
sigmoid_kernel_dense_batch.cpp
subgraph_isomorphism_batch.cpp
svm_multi_class_thunder_csr_batch.cpp
svm_multi_class_thunder_dense_batch.cpp
svm_nu_cls_thunder_csr_batch.cpp
svm_nu_cls_thunder_dense_batch.cpp
svm_nu_reg_thunder_csr_batch.cpp
svm_nu_reg_thunder_dense_batch.cpp
svm_reg_thunder_csr_batch.cpp
svm_reg_thunder_dense_batch.cpp
svm_two_class_smo_csr_batch.cpp
svm_two_class_smo_dense_batch.cpp
svm_two_class_thunder_csr_batch.cpp
svm_two_class_thunder_dense_batch.cpp
triangle_counting_batch.cpp
Mathematical Notations
Mathematical Notations
Correlation and Variance-Covariance Matrices
Mathematical Notations
Principal Components Analysis Transform
Singular Value Decomposition
Association Rules
Mathematical Notations
Mathematical Notations
Cholesky Decomposition
QR Decomposition
Outlier Detection
Distance Matrix
Distributions
Engines
Moments of Low Order
Mathematical Notations
Quality Metrics
Sorting
Normalization
Mathematical Notations
Visible to Intel only — GUID: GUID-7D6B4754-1A57-4555-9D72-A98B4054A978
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 |
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
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
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
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 |
|---|
Performance varies by use, configuration and other factors. Learn more at www.Intel.com/PerformanceIndex. Notice revision #20201201 |